+117.9%
WFC vs BA
+28.0%
+89.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +3.6% | -7.9% | +11.5% | +6.6% |
| 3M | -1.3% | -25.2% | +23.9% | +9.9% |
| 6M | +18.0% | -26.7% | +44.7% | +31.4% |
| YTD | -5.9% | -19.6% | +13.7% | +0.3% |
| 1Y | +1.8% | -10.6% | +12.4% | +3.6% |
| 3Y | +125.0% | -11.2% | +136.3% | +120.0% |
| 5Y | +92.0% | -20.4% | +112.4% | +88.9% |
| 10Y | +117.9% | +26.8% | +91.2% | +49.6% |
| All | +117.9% | +28.0% | +89.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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