+934.4%
BAC vs WWD
+14,113.5%
-13,179.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -2.1% |
| 7D | -1.2% | +4.2% | -5.3% | -3.1% |
| 30D | -7.7% | -2.1% | -5.5% | -7.2% |
| 3M | -21.2% | -13.2% | -8.0% | -16.8% |
| 6M | -6.8% | -16.9% | +10.0% | -0.7% |
| YTD | -8.7% | +5.2% | -13.9% | -13.3% |
| 1Y | -5.3% | +20.6% | -25.9% | -15.8% |
| 3Y | +87.4% | +146.3% | -58.9% | +18.3% |
| 5Y | +18.9% | +171.3% | -152.4% | -29.9% |
| 10Y | +273.3% | +471.3% | -198.0% | +51.5% |
| All | +934.4% | +14,113.5% | -13,179.2% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling