+87.4%
BAC vs WMB
+97.7%
-10.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -13.8% | +12.6% | +3.0% |
| 30D | -7.7% | -10.3% | +2.7% | -5.0% |
| 3M | -21.2% | -10.1% | -11.1% | -19.1% |
| 6M | -6.8% | -11.8% | +5.0% | -4.2% |
| YTD | -8.7% | +8.9% | -17.7% | -14.1% |
| 1Y | -5.3% | +14.0% | -19.3% | -12.7% |
| 3Y | +87.4% | +100.5% | -13.1% | +26.4% |
| All | +87.4% | +97.7% | -10.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling