+8,627.7%
WFC vs BAX
+900.4%
+7,727.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.2% |
| 30D | +1.5% | -5.5% | +6.9% | +3.4% |
| 3M | +10.9% | +33.5% | -22.7% | -0.5% |
| 6M | +8.4% | +35.9% | -27.4% | -3.8% |
| YTD | -1.9% | +35.4% | -37.2% | -13.7% |
| 1Y | +12.3% | +9.8% | +2.6% | +5.2% |
| 3Y | +132.3% | -32.7% | +165.1% | +149.0% |
| 5Y | +130.1% | -65.6% | +195.6% | +209.8% |
| 10Y | +134.4% | -34.9% | +169.3% | +147.5% |
| All | +8,627.7% | +900.4% | +7,727.3% | +3,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling