+99.4%
WMT vs BAC
+136.2%
-36.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -5.8% | -1.4% | -4.5% | -5.6% |
| 3M | -10.8% | +15.7% | -26.5% | -13.1% |
| 6M | -14.3% | +32.2% | -46.5% | -18.7% |
| YTD | -4.4% | +15.8% | -20.2% | -7.0% |
| 1Y | +4.3% | +27.3% | -22.9% | -0.7% |
| All | +99.4% | +136.2% | -36.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling