+112.4%
WFC vs BAH
+198.8%
-86.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | +7.0% | +20.8% | -13.8% | +1.8% |
| 3M | -1.8% | +11.6% | -13.3% | -4.8% |
| 6M | +18.4% | +23.1% | -4.7% | +11.0% |
| YTD | -5.6% | +5.3% | -10.9% | -8.8% |
| 1Y | +3.9% | +6.1% | -2.3% | -0.1% |
| 3Y | +126.3% | -27.5% | +153.8% | +130.3% |
| 5Y | +91.1% | +6.2% | +84.9% | +63.7% |
| All | +112.4% | +198.8% | -86.3% | +36.1% |
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