+117.9%
WFC vs BAH
+211.3%
-93.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +3.6% | +18.0% | -14.4% | -0.9% |
| 3M | -1.3% | +11.4% | -12.7% | -4.4% |
| 6M | +18.0% | +17.7% | +0.3% | +11.9% |
| YTD | -5.9% | +5.4% | -11.2% | -9.1% |
| 1Y | +1.8% | +2.8% | -1.0% | -1.2% |
| 3Y | +125.0% | -26.7% | +151.7% | +127.9% |
| 5Y | +92.0% | +8.1% | +83.9% | +63.2% |
| 10Y | +117.9% | +202.5% | -84.6% | +38.2% |
| All | +117.9% | +211.3% | -93.4% | +38.2% |
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