+397.7%
BAC vs WU
-40.9%
+438.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +0.6% | -4.9% | +5.6% | +3.0% |
| 30D | -1.4% | -1.3% | -0.1% | -1.0% |
| 3M | +15.7% | -3.6% | +19.3% | +14.8% |
| 6M | +32.2% | -24.3% | +56.5% | +47.3% |
| YTD | +15.8% | -21.1% | +36.9% | +25.7% |
| 1Y | +27.3% | -10.3% | +37.6% | +27.9% |
| 3Y | +137.5% | -28.4% | +165.8% | +160.0% |
| 5Y | +73.1% | -51.2% | +124.3% | +132.3% |
| 10Y | +397.7% | -39.6% | +437.4% | +483.6% |
| All | +397.7% | -40.9% | +438.6% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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