+142.9%
WFC vs BA
+33.2%
+109.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.2% | +1.1% | +0.2% | +0.9% |
| 30D | +5.2% | -7.9% | +13.1% | +8.3% |
| 3M | -3.0% | -25.3% | +22.3% | +8.1% |
| 6M | +6.2% | -24.6% | +30.8% | +16.9% |
| YTD | -7.9% | -20.1% | +12.2% | -1.6% |
| 1Y | +0.3% | -11.8% | +12.0% | +2.6% |
| 3Y | +117.7% | -10.1% | +127.9% | +111.7% |
| 5Y | +88.4% | -22.7% | +111.1% | +87.7% |
| All | +142.9% | +33.2% | +109.7% | +34.0% |
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