+2.5%
WFC vs BAX
+46.0%
-43.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.7% | +1.4% |
| 7D | +4.5% | +4.1% | +0.4% | +3.5% |
| 30D | +7.4% | +9.4% | -2.1% | +5.2% |
| 3M | -0.5% | -6.5% | +6.0% | +0.7% |
| 6M | +11.7% | +59.6% | -47.9% | +0.2% |
| YTD | -4.6% | +38.9% | -43.5% | -13.0% |
| 1Y | +2.5% | +48.0% | -45.5% | -7.6% |
| All | +2.5% | +46.0% | -43.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling