+138.1%
WFC vs BA
+74.1%
+63.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +3.8% | +1.2% | +2.6% | +3.3% |
| 30D | +1.5% | -11.6% | +13.1% | +6.5% |
| 3M | +10.9% | -2.4% | +13.2% | +11.2% |
| 6M | +8.4% | -6.6% | +15.1% | +9.8% |
| YTD | -1.9% | -2.2% | +0.4% | -2.6% |
| 1Y | +12.3% | -8.0% | +20.4% | +13.5% |
| 3Y | +132.3% | -5.0% | +137.3% | +122.9% |
| 5Y | +130.1% | -2.7% | +132.8% | +109.9% |
| All | +138.1% | +74.1% | +63.9% | +30.4% |
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