+7.4%
WFC vs BA
-22.7%
+30.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.6% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.0% | -9.1% | +13.2% | +5.4% |
| 3M | -4.4% | -28.2% | +23.8% | -0.4% |
| 6M | +7.4% | -23.1% | +30.5% | +10.6% |
| All | +7.4% | -22.7% | +30.0% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling