+131.3%
WMT vs BAC
+73.4%
+57.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +0.1% | +1.2% | -1.0% | -0.1% |
| 30D | -5.0% | -0.7% | -4.2% | -4.8% |
| 3M | -11.3% | +16.9% | -28.2% | -13.6% |
| 6M | -13.8% | +29.6% | -43.4% | -17.6% |
| YTD | -4.2% | +15.3% | -19.5% | -6.7% |
| 1Y | +4.6% | +28.8% | -24.3% | -0.3% |
| 3Y | +100.5% | +136.4% | -35.9% | +72.0% |
| All | +131.3% | +73.4% | +57.9% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling