+20.6%
BAC vs WY
-31.7%
+52.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -5.1% | +3.2% | +0.2% |
| 30D | -7.2% | +9.0% | -16.2% | -10.6% |
| 3M | -20.4% | -16.7% | -3.7% | -14.6% |
| 6M | +1.3% | -10.3% | +11.5% | +4.7% |
| YTD | -6.4% | -10.5% | +4.1% | -4.0% |
| 1Y | -3.5% | -5.9% | +2.4% | -3.5% |
| 3Y | +96.7% | -24.7% | +121.4% | +114.3% |
| 5Y | +20.6% | -31.5% | +52.1% | +33.7% |
| All | +20.6% | -31.7% | +52.3% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling