+96.6%
BAC vs WY
-24.2%
+120.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -5.1% | +3.2% | -0.3% |
| 30D | -7.2% | +9.0% | -16.2% | -9.7% |
| 3M | -20.4% | -16.7% | -3.7% | -16.0% |
| 6M | +1.3% | -10.3% | +11.5% | +3.9% |
| YTD | -6.4% | -10.5% | +4.1% | -4.7% |
| 1Y | -3.5% | -5.9% | +2.4% | -3.8% |
| All | +96.6% | -24.2% | +120.8% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling