+251.7%
BAC vs WFC
+142.4%
+109.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -6.9% | +2.9% | -9.9% | -9.1% |
| 3M | -19.6% | -1.4% | -18.1% | -18.8% |
| 6M | -0.5% | +14.3% | -14.8% | -11.0% |
| YTD | -6.6% | -6.2% | -0.4% | -2.8% |
| 1Y | -3.0% | +1.6% | -4.6% | -5.3% |
| 3Y | +97.3% | +126.9% | -29.6% | -1.7% |
| 5Y | +21.9% | +94.0% | -72.1% | -32.2% |
| 10Y | +251.7% | +134.0% | +117.6% | +57.8% |
| All | +251.7% | +142.4% | +109.2% | +57.8% |
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