+8,381.3%
WFC vs BA
+1,560.1%
+6,821.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.3% |
| 7D | +4.5% | +5.9% | -1.4% | +2.1% |
| 30D | +7.4% | -8.2% | +15.5% | +10.8% |
| 3M | -0.5% | -25.4% | +24.8% | +11.6% |
| 6M | +11.7% | -20.0% | +31.7% | +20.5% |
| YTD | -4.6% | -18.5% | +13.8% | +1.4% |
| 1Y | +2.5% | -10.6% | +13.2% | +4.5% |
| 3Y | +123.9% | -9.3% | +133.2% | +116.9% |
| 5Y | +94.3% | -16.9% | +111.3% | +87.2% |
| 10Y | +156.0% | +37.9% | +118.2% | +74.9% |
| All | +8,381.3% | +1,560.1% | +6,821.2% | +2,065.8% |
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