+129.3%
WFC vs BA
-1.7%
+131.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | +1.5% | -11.6% | +13.1% | +5.5% |
| 3M | +10.9% | -2.4% | +13.2% | +11.2% |
| 6M | +8.4% | -6.6% | +15.1% | +9.6% |
| YTD | -1.9% | -2.2% | +0.4% | -2.5% |
| 1Y | +12.3% | -8.0% | +20.4% | +13.5% |
| 3Y | +132.3% | -5.0% | +137.3% | +125.6% |
| All | +129.3% | -1.7% | +131.0% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling