+23.0%
WMT vs BAC
-4.3%
+27.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | +1.5% | -2.7% | -1.2% |
| 30D | +12.4% | -6.4% | +18.8% | +12.0% |
| 3M | +9.0% | -21.7% | +30.7% | +8.2% |
| 6M | -3.0% | +0.5% | -3.5% | -2.3% |
| YTD | +14.0% | -6.7% | +20.7% | +14.8% |
| 1Y | +23.0% | -4.7% | +27.7% | +24.9% |
| All | +23.0% | -4.3% | +27.3% | +24.9% |
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