+112.4%
WFC vs BA
+24.8%
+87.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.9% |
| 30D | +7.0% | -7.1% | +14.1% | +9.7% |
| 3M | -1.8% | -25.5% | +23.8% | +9.6% |
| 6M | +18.4% | -28.7% | +47.1% | +33.3% |
| YTD | -5.6% | -21.0% | +15.4% | +1.3% |
| 1Y | +3.9% | -11.9% | +15.7% | +6.3% |
| 3Y | +126.3% | -16.2% | +142.5% | +126.7% |
| 5Y | +91.1% | -22.4% | +113.5% | +89.9% |
| All | +112.4% | +24.8% | +87.6% | +50.3% |
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