+72.9%
BAC vs WU
-51.1%
+124.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +16.9% | -1.8% | +18.7% | +15.7% |
| 6M | +29.6% | -23.9% | +53.5% | +39.8% |
| YTD | +15.3% | -20.4% | +35.7% | +22.0% |
| 1Y | +28.8% | -10.6% | +39.4% | +29.7% |
| 3Y | +136.4% | -27.7% | +164.1% | +153.2% |
| 5Y | +72.9% | -51.1% | +124.0% | +118.6% |
| All | +72.9% | -51.1% | +124.0% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling