+263.2%
BAC vs WM
+339.4%
-76.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -7.7% | +13.1% | -20.7% | -14.2% |
| 3M | -21.2% | +3.6% | -24.8% | -23.1% |
| 6M | -6.8% | +8.1% | -14.9% | -12.0% |
| YTD | -8.7% | +8.9% | -17.6% | -15.0% |
| 1Y | -5.3% | +20.3% | -25.6% | -17.4% |
| 3Y | +87.4% | +46.2% | +41.3% | +37.5% |
| 5Y | +18.9% | +59.9% | -41.0% | -20.7% |
| All | +263.2% | +339.4% | -76.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling