+237.7%
BAC vs WWD
+460.9%
-223.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.1% | +0.4% | +1.6% | +1.7% |
| 30D | -6.7% | -0.4% | -6.3% | -7.0% |
| 3M | -20.2% | -6.1% | -14.1% | -18.4% |
| 6M | -0.2% | -9.5% | +9.3% | +2.7% |
| YTD | -6.4% | +10.8% | -17.2% | -14.0% |
| 1Y | -3.1% | +23.5% | -26.6% | -16.3% |
| 3Y | +96.7% | +151.3% | -54.5% | +14.1% |
| 5Y | +21.3% | +187.8% | -166.5% | -36.7% |
| 10Y | +237.7% | +461.1% | -223.4% | +17.2% |
| All | +237.7% | +460.9% | -223.2% | +17.2% |
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