+397.7%
BAC vs WFC
+138.6%
+259.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | -1.4% | +2.5% | -3.8% | -3.3% |
| 3M | +15.7% | +10.0% | +5.8% | +7.0% |
| 6M | +32.2% | +15.1% | +17.1% | +17.3% |
| YTD | +15.8% | -2.2% | +18.0% | +16.8% |
| 1Y | +27.3% | +13.5% | +13.8% | +13.6% |
| 3Y | +137.5% | +135.2% | +2.2% | +15.2% |
| 5Y | +73.1% | +128.3% | -55.3% | -15.9% |
| 10Y | +397.7% | +142.4% | +255.4% | +114.2% |
| All | +397.7% | +138.6% | +259.1% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling