+142.4%
WFC vs BAH
+186.6%
-44.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -1.3% | +1.8% | +0.8% |
| 30D | +2.5% | -6.6% | +9.1% | +4.1% |
| 3M | +10.0% | -7.2% | +17.1% | +11.5% |
| 6M | +15.1% | -10.0% | +25.0% | +17.0% |
| YTD | -2.2% | -12.5% | +10.2% | -0.7% |
| 1Y | +13.5% | -27.9% | +41.4% | +21.1% |
| 3Y | +135.2% | -31.4% | +166.6% | +138.6% |
| 5Y | +128.3% | -3.2% | +131.6% | +97.7% |
| 10Y | +142.4% | +191.5% | -49.1% | +59.0% |
| All | +142.4% | +186.6% | -44.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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