+269.2%
BAC vs WCC
+1,713.7%
-1,444.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -1.4% |
| 7D | +1.1% | +4.5% | -3.4% | -0.5% |
| 30D | -0.4% | -5.8% | +5.4% | +1.3% |
| 3M | +16.9% | -3.7% | +20.6% | +16.9% |
| 6M | +26.6% | +23.1% | +3.6% | +15.0% |
| YTD | +15.8% | +44.2% | -28.4% | -0.9% |
| 1Y | +27.2% | +62.1% | -34.9% | +3.6% |
| 3Y | +132.4% | +121.1% | +11.3% | +60.7% |
| 5Y | +72.6% | +214.0% | -141.4% | -0.1% |
| 10Y | +389.7% | +472.8% | -83.1% | +107.1% |
| All | +269.2% | +1,713.7% | -1,444.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling