+18.0%
BAC vs WFC
+87.9%
-70.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.2% | +1.2% | -2.4% | -2.1% |
| 30D | -7.7% | +5.2% | -12.9% | -11.2% |
| 3M | -21.2% | -3.0% | -18.1% | -19.5% |
| 6M | -6.8% | +6.2% | -13.0% | -11.4% |
| YTD | -8.7% | -7.9% | -0.8% | -3.7% |
| 1Y | -5.3% | +0.3% | -5.6% | -6.4% |
| 3Y | +87.4% | +117.7% | -30.3% | -1.2% |
| All | +18.0% | +87.9% | -70.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling