+134.0%
WFC vs BA
+31.3%
+102.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +2.9% | -9.5% | +12.4% | +6.6% |
| 3M | -1.4% | -26.5% | +25.0% | +10.5% |
| 6M | +14.3% | -27.4% | +41.7% | +27.8% |
| YTD | -6.2% | -20.6% | +14.4% | +0.4% |
| 1Y | +1.6% | -11.4% | +13.0% | +3.8% |
| 3Y | +126.9% | -10.8% | +137.7% | +121.3% |
| 5Y | +94.0% | -21.9% | +115.9% | +92.3% |
| 10Y | +134.0% | +28.1% | +105.9% | +42.0% |
| All | +134.0% | +31.3% | +102.7% | +42.0% |
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