+7.0%
WMT vs BAC
+27.5%
-20.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.9% | +0.6% | +3.4% | +3.9% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | -8.8% | +16.3% | -25.1% | -9.2% |
| 6M | -15.6% | +26.0% | -41.6% | -16.5% |
| YTD | -3.2% | +15.2% | -18.4% | -3.2% |
| 1Y | +7.0% | +26.5% | -19.5% | +2.9% |
| All | +7.0% | +27.5% | -20.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling