+214.5%
BAC vs WFC
+117.1%
+97.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +1.7% | -0.2% | +0.2% |
| 30D | -6.4% | +6.8% | -13.2% | -11.2% |
| 3M | -21.7% | -3.0% | -18.7% | -20.0% |
| 6M | +0.5% | +15.4% | -14.9% | -10.7% |
| YTD | -6.7% | -5.9% | -0.8% | -3.1% |
| 1Y | -4.7% | +1.7% | -6.3% | -7.0% |
| 3Y | +96.1% | +124.9% | -28.8% | -1.6% |
| 5Y | +21.7% | +90.5% | -68.8% | -31.3% |
| All | +214.5% | +117.1% | +97.4% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling