+1,376.8%
BAC vs WM
+26,336.4%
-24,959.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -0.4% | -2.4% | +2.0% | +0.3% |
| 3M | +16.9% | +0.4% | +16.5% | +16.5% |
| 6M | +26.6% | -9.5% | +36.1% | +29.6% |
| YTD | +15.8% | +0.5% | +15.3% | +14.9% |
| 1Y | +27.2% | -1.1% | +28.3% | +26.6% |
| 3Y | +132.4% | +46.0% | +86.4% | +105.8% |
| 5Y | +72.6% | +51.8% | +20.8% | +50.4% |
| 10Y | +389.7% | +307.5% | +82.2% | +233.9% |
| All | +1,376.8% | +26,336.4% | -24,959.6% | +657.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling