+126.7%
WFC vs BAH
-2.8%
+129.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | +1.1% | -4.3% | +5.4% | +1.7% |
| 30D | +0.8% | -4.5% | +5.3% | +1.4% |
| 3M | +9.3% | -7.6% | +16.9% | +10.3% |
| 6M | +10.6% | -10.6% | +21.2% | +11.9% |
| YTD | -4.1% | -12.6% | +8.5% | -3.2% |
| 1Y | +13.6% | -27.0% | +40.6% | +17.7% |
| 3Y | +130.7% | -31.5% | +162.2% | +126.7% |
| 5Y | +126.7% | -3.8% | +130.5% | +105.9% |
| All | +126.7% | -2.8% | +129.6% | +105.9% |
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