+101.7%
WFC vs BAM
+90.5%
+11.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.9% |
| 7D | +0.1% | +5.3% | -5.1% | -2.0% |
| 30D | +2.9% | +18.1% | -15.2% | -4.0% |
| 3M | -1.4% | +4.2% | -5.7% | -3.5% |
| 6M | +14.3% | +11.1% | +3.3% | +8.5% |
| YTD | -6.2% | +6.6% | -12.8% | -9.9% |
| 1Y | +1.6% | +6.2% | -4.6% | -2.4% |
| 3Y | +126.9% | +95.0% | +31.9% | +71.0% |
| All | +101.7% | +90.5% | +11.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling