+8,042.8%
WFC vs BA
+1,526.3%
+6,516.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.6% | +1.1% | -0.4% | +0.2% |
| 30D | +4.6% | -7.9% | +12.5% | +7.8% |
| 3M | -3.6% | -25.3% | +21.7% | +8.1% |
| 6M | +5.6% | -24.6% | +30.2% | +16.8% |
| YTD | -8.5% | -20.1% | +11.7% | -1.8% |
| 1Y | -0.3% | -11.8% | +11.4% | +2.2% |
| 3Y | +116.4% | -10.1% | +126.6% | +110.5% |
| 5Y | +87.2% | -22.7% | +110.0% | +86.2% |
| 10Y | +145.8% | +35.1% | +110.7% | +69.4% |
| All | +8,042.8% | +1,526.3% | +6,516.4% | +1,997.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling