+395.5%
BAC vs WFC
+134.1%
+261.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +1.3% |
| 7D | +1.2% | +1.1% | +0.1% | +0.3% |
| 30D | -0.7% | +0.8% | -1.5% | -1.4% |
| 3M | +16.9% | +9.3% | +7.7% | +8.7% |
| 6M | +29.6% | +10.6% | +19.0% | +18.7% |
| YTD | +15.3% | -4.1% | +19.3% | +18.1% |
| 1Y | +28.8% | +13.6% | +15.3% | +14.9% |
| 3Y | +136.4% | +130.7% | +5.7% | +16.5% |
| 5Y | +72.9% | +126.7% | -53.8% | -15.5% |
| All | +395.5% | +134.1% | +261.5% | +116.5% |
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