+10,793.7%
WMT vs BAC
+1,118.4%
+9,675.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +2.0% | +3.2% | -1.2% | +1.5% |
| 30D | +10.3% | -0.7% | +11.0% | +10.4% |
| 3M | +11.0% | -20.0% | +30.9% | +15.2% |
| 6M | -2.3% | +3.4% | -5.8% | -3.1% |
| YTD | +15.7% | -5.7% | +21.5% | +16.3% |
| 1Y | +26.0% | -1.4% | +27.4% | +25.6% |
| 3Y | +136.5% | +97.9% | +38.6% | +107.6% |
| 5Y | +176.8% | +22.9% | +153.9% | +160.4% |
| 10Y | +537.5% | +235.3% | +302.2% | +384.3% |
| All | +10,793.7% | +1,118.4% | +9,675.3% | +3,923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling