+111.0%
WFC vs BAM
+78.0%
+33.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +3.8% | -2.0% | +5.8% | +4.6% |
| 30D | +1.5% | -2.9% | +4.4% | +2.4% |
| 3M | +10.9% | +9.4% | +1.5% | +6.2% |
| 6M | +8.4% | +10.8% | -2.3% | +2.8% |
| YTD | -1.9% | -0.4% | -1.4% | -2.9% |
| 1Y | +12.3% | -10.9% | +23.2% | +16.3% |
| 3Y | +132.3% | +61.3% | +71.1% | +87.7% |
| All | +111.0% | +78.0% | +33.1% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling