+19.7%
BAC vs WM
+62.1%
-42.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | -2.7% | +4.5% | -7.2% | -3.7% |
| 30D | -8.0% | +16.1% | -24.1% | -11.2% |
| 3M | -20.9% | +8.0% | -29.0% | -22.4% |
| 6M | -5.4% | +8.4% | -13.8% | -7.5% |
| YTD | -8.1% | +11.2% | -19.3% | -11.3% |
| 1Y | -3.1% | +22.3% | -25.4% | -9.3% |
| 3Y | +88.1% | +50.2% | +37.9% | +60.9% |
| 5Y | +19.7% | +63.3% | -43.5% | -1.5% |
| All | +19.7% | +62.1% | -42.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling