+71.4%
BAC vs WWD
+198.3%
-126.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | -0.4% | -7.2% | +6.8% | +2.0% |
| 3M | +16.9% | -3.8% | +20.7% | +17.5% |
| 6M | +26.6% | -9.9% | +36.5% | +29.5% |
| YTD | +15.8% | +14.8% | +1.0% | +7.9% |
| 1Y | +27.2% | +42.1% | -14.9% | +8.4% |
| 3Y | +132.4% | +170.8% | -38.4% | +49.8% |
| All | +71.4% | +198.3% | -126.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling