+1.7%
WFC vs BAH
+3.0%
-1.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | +6.8% | +20.4% | -13.5% | +5.0% |
| 3M | -3.0% | +11.9% | -14.8% | -4.2% |
| 6M | +15.4% | +17.1% | -1.7% | +13.6% |
| YTD | -5.9% | +5.5% | -11.4% | -8.7% |
| 1Y | +1.7% | +5.6% | -4.0% | -2.1% |
| All | +1.7% | +3.0% | -1.4% | -2.1% |
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 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