+251.7%
BAC vs WWD
+494.7%
-243.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | 0.0% |
| 7D | +2.0% | +4.2% | -2.2% | -0.1% |
| 30D | -6.9% | -0.8% | -6.2% | -7.0% |
| 3M | -19.6% | -8.2% | -11.4% | -16.9% |
| 6M | -0.5% | -9.8% | +9.4% | +2.6% |
| YTD | -6.6% | +10.4% | -17.0% | -14.1% |
| 1Y | -3.0% | +25.5% | -28.4% | -16.8% |
| 3Y | +97.3% | +155.8% | -58.5% | +13.3% |
| 5Y | +21.9% | +187.3% | -165.5% | -36.4% |
| 10Y | +251.7% | +462.7% | -211.0% | +21.4% |
| All | +251.7% | +494.7% | -243.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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