+1,376.8%
BAC vs WMB
+5,535.5%
-4,158.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.4% | +3.3% | -3.7% | -1.2% |
| 3M | +16.9% | +3.1% | +13.8% | +15.8% |
| 6M | +26.6% | -0.7% | +27.3% | +26.3% |
| YTD | +15.8% | +25.2% | -9.4% | +9.2% |
| 1Y | +27.2% | +32.9% | -5.7% | +18.0% |
| 3Y | +132.4% | +140.6% | -8.2% | +86.9% |
| 5Y | +72.6% | +273.5% | -200.9% | +24.9% |
| 10Y | +389.7% | +334.2% | +55.5% | +235.7% |
| All | +1,376.8% | +5,535.5% | -4,158.7% | +415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling