+397.7%
BAC vs WWD
+479.8%
-82.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -1.4% | -5.1% | +3.7% | +0.9% |
| 3M | +15.7% | -11.2% | +27.0% | +21.1% |
| 6M | +32.2% | -12.0% | +44.2% | +37.7% |
| YTD | +15.8% | +12.0% | +3.8% | +6.3% |
| 1Y | +27.3% | +42.8% | -15.5% | +2.4% |
| 3Y | +137.5% | +168.9% | -31.5% | +33.4% |
| 5Y | +73.1% | +192.2% | -119.1% | -10.3% |
| 10Y | +397.7% | +495.3% | -97.5% | +63.9% |
| All | +397.7% | +479.8% | -82.1% | +63.9% |
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