+97.9%
BAC vs WMB
+121.9%
-23.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.2% | +7.8% | -4.6% | +1.0% |
| 30D | -0.7% | -5.1% | +4.4% | +0.4% |
| 3M | -20.0% | -4.7% | -15.3% | -19.2% |
| 6M | +3.4% | -7.4% | +10.8% | +5.0% |
| YTD | -5.7% | +17.5% | -23.2% | -13.2% |
| 1Y | -1.4% | +19.5% | -20.9% | -10.0% |
| 3Y | +97.9% | +121.3% | -23.4% | +29.5% |
| All | +97.9% | +121.9% | -23.9% | +29.5% |
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