+126.7%
WFC vs BAX
-67.0%
+193.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +0.8% | -9.7% | +10.5% | +3.2% |
| 3M | +9.3% | +29.3% | -20.0% | +2.4% |
| 6M | +10.6% | +40.7% | -30.0% | +1.3% |
| YTD | -4.1% | +30.3% | -34.3% | -11.1% |
| 1Y | +13.6% | +3.4% | +10.2% | +10.6% |
| 3Y | +130.7% | -32.0% | +162.8% | +143.8% |
| 5Y | +126.7% | -66.9% | +193.6% | +209.3% |
| All | +126.7% | -67.0% | +193.8% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling