+642.9%
WDC vs BAC
+228.6%
+414.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.7% |
| 7D | +12.1% | +3.2% | +8.8% | +9.8% |
| 30D | -18.8% | -0.7% | -18.1% | -18.1% |
| 3M | -39.3% | -20.0% | -19.3% | -29.5% |
| 6M | -40.1% | +3.4% | -43.6% | -41.9% |
| YTD | +71.8% | -5.7% | +77.6% | +77.4% |
| 1Y | +88.5% | -1.4% | +89.9% | +88.8% |
| 3Y | +770.0% | +97.9% | +672.1% | +434.7% |
| 5Y | +549.0% | +22.9% | +526.1% | +443.6% |
| All | +642.9% | +228.6% | +414.3% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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