+391.9%
BAC vs WY
+7.2%
+384.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.2% |
| 7D | -0.3% | -3.7% | +3.4% | +1.6% |
| 30D | -1.8% | -11.3% | +9.6% | +4.2% |
| 3M | +15.3% | -8.1% | +23.4% | +19.5% |
| 6M | +30.2% | -7.4% | +37.6% | +33.8% |
| YTD | +15.6% | -4.7% | +20.3% | +16.2% |
| 1Y | +27.5% | -9.2% | +36.7% | +30.9% |
| 3Y | +137.0% | -24.7% | +161.7% | +163.6% |
| 5Y | +75.6% | -21.6% | +97.1% | +86.4% |
| All | +391.9% | +7.2% | +384.6% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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