+142.4%
WFC vs BWA
+142.7%
-0.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.5% | -5.6% | +8.0% | +4.7% |
| 3M | +10.0% | -10.7% | +20.7% | +14.5% |
| 6M | +15.1% | +23.2% | -8.1% | +2.7% |
| YTD | -2.2% | +46.0% | -48.2% | -21.6% |
| 1Y | +13.5% | +51.2% | -37.7% | -11.0% |
| 3Y | +135.2% | +69.6% | +65.7% | +68.1% |
| 5Y | +128.3% | +86.6% | +41.7% | +50.6% |
| 10Y | +142.4% | +152.3% | -9.9% | +25.0% |
| All | +142.4% | +142.7% | -0.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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