+86.8%
WFC vs BAH
+8.3%
+78.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.2% |
| 7D | +1.2% | -3.5% | +4.8% | +1.7% |
| 30D | +5.2% | +24.3% | -19.0% | +1.9% |
| 3M | -3.0% | +16.3% | -19.4% | -5.3% |
| 6M | +6.2% | +13.6% | -7.4% | +3.8% |
| YTD | -7.9% | +3.5% | -11.4% | -9.4% |
| 1Y | +0.3% | +2.7% | -2.4% | -1.3% |
| 3Y | +117.7% | -26.6% | +144.3% | +115.0% |
| All | +86.8% | +8.3% | +78.5% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling