+1,376.8%
BAC vs WFC
+8,676.2%
-7,299.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | +1.1% | +3.8% | -2.7% | -2.1% |
| 30D | -0.4% | +1.5% | -1.9% | -1.7% |
| 3M | +16.9% | +10.9% | +6.0% | +6.6% |
| 6M | +26.6% | +8.4% | +18.2% | +17.0% |
| YTD | +15.8% | -1.9% | +17.7% | +16.4% |
| 1Y | +27.2% | +12.3% | +14.8% | +13.2% |
| 3Y | +132.4% | +132.3% | +0.1% | +7.6% |
| 5Y | +72.6% | +130.1% | -57.5% | -21.7% |
| 10Y | +389.7% | +134.4% | +255.3% | +105.5% |
| All | +1,376.8% | +8,676.2% | -7,299.4% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling