+251.7%
BAC vs WMB
+267.9%
-16.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.5% |
| 7D | +2.0% | -6.7% | +8.6% | +5.1% |
| 30D | -6.9% | -8.6% | +1.6% | -3.4% |
| 3M | -19.6% | -4.9% | -14.6% | -18.3% |
| 6M | -0.5% | -6.3% | +5.8% | +1.1% |
| YTD | -6.6% | +13.0% | -19.6% | -14.3% |
| 1Y | -3.0% | +14.9% | -17.9% | -11.9% |
| 3Y | +97.3% | +113.4% | -16.1% | +27.2% |
| 5Y | +21.9% | +190.2% | -168.3% | -34.1% |
| 10Y | +251.7% | +259.9% | -8.2% | +52.6% |
| All | +251.7% | +267.9% | -16.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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