+117.7%
WFC vs BAH
-26.3%
+144.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.1% |
| 7D | +1.2% | -3.5% | +4.8% | +1.5% |
| 30D | +5.2% | +24.3% | -19.0% | +3.5% |
| 3M | -3.0% | +16.3% | -19.4% | -4.2% |
| 6M | +6.2% | +13.6% | -7.4% | +5.0% |
| YTD | -7.9% | +3.5% | -11.4% | -8.7% |
| 1Y | +0.3% | +2.7% | -2.4% | -0.5% |
| 3Y | +117.7% | -26.6% | +144.3% | +118.1% |
| All | +117.7% | -26.3% | +144.0% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling