+42.8%
BAC vs WU
-19.5%
+62.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.5% |
| 7D | +2.1% | +11.0% | -9.0% | -4.7% |
| 30D | -6.7% | +13.4% | -20.1% | -14.2% |
| 3M | -20.2% | +2.2% | -22.5% | -22.3% |
| 6M | -0.2% | -18.2% | +18.0% | +8.3% |
| YTD | -6.4% | -18.3% | +11.9% | +0.5% |
| 1Y | -3.1% | -12.2% | +9.1% | -1.2% |
| 3Y | +96.7% | -20.8% | +117.5% | +104.0% |
| 5Y | +21.3% | -42.6% | +63.9% | +48.7% |
| 10Y | +237.7% | -35.5% | +273.2% | +262.7% |
| All | +42.8% | -19.5% | +62.3% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling