+421.1%
WMT vs BAC
+399.7%
+21.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -6.4% | -1.8% | -4.7% | -6.1% |
| 3M | -12.1% | +15.3% | -27.4% | -14.3% |
| 6M | -15.0% | +30.2% | -45.1% | -18.9% |
| YTD | -4.5% | +15.6% | -20.1% | -7.1% |
| 1Y | +6.2% | +27.5% | -21.3% | +1.4% |
| 3Y | +99.9% | +137.0% | -37.2% | +70.1% |
| 5Y | +131.4% | +75.6% | +55.9% | +104.6% |
| All | +421.1% | +399.7% | +21.3% | +283.7% |
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