+76.6%
BAC vs WU
-19.6%
+96.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.6% |
| 30D | -0.4% | -1.1% | +0.7% | 0.0% |
| 3M | +16.9% | -3.9% | +20.8% | +15.8% |
| 6M | +26.6% | -20.7% | +47.3% | +40.7% |
| YTD | +15.8% | -18.4% | +34.2% | +25.6% |
| 1Y | +27.2% | -8.1% | +35.2% | +25.6% |
| 3Y | +132.4% | -24.2% | +156.6% | +148.3% |
| 5Y | +72.6% | -50.4% | +123.0% | +136.5% |
| 10Y | +389.7% | -40.0% | +429.8% | +458.2% |
| All | +76.6% | -19.6% | +96.2% | +42.6% |
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 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