+13.6%
WFC vs BAH
-27.4%
+41.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +1.1% | -4.3% | +5.4% | +1.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.1% |
| 3M | +9.3% | -7.6% | +16.9% | +10.1% |
| 6M | +10.6% | -10.6% | +21.2% | +11.4% |
| YTD | -4.1% | -12.6% | +8.5% | -4.1% |
| 1Y | +13.6% | -27.0% | +40.6% | +13.2% |
| All | +13.6% | -27.4% | +41.0% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling