+73.1%
BAC vs WY
-20.4%
+93.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | -1.4% | -9.9% | +8.5% | +2.8% |
| 3M | +15.7% | -7.5% | +23.3% | +18.9% |
| 6M | +32.2% | -5.1% | +37.3% | +33.9% |
| YTD | +15.8% | -2.1% | +17.9% | +14.9% |
| 1Y | +27.3% | -7.3% | +34.6% | +29.2% |
| 3Y | +137.5% | -22.6% | +160.1% | +158.5% |
| 5Y | +73.1% | -19.8% | +92.8% | +82.5% |
| All | +73.1% | -20.4% | +93.5% | +82.5% |
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