+3,015.0%
WFC vs BWA
+2,612.1%
+402.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.7% | +7.3% | -5.5% | -1.4% |
| 30D | +6.8% | -15.8% | +22.7% | +14.6% |
| 3M | -3.0% | -25.7% | +22.8% | +9.3% |
| 6M | +15.4% | -19.6% | +35.0% | +24.0% |
| YTD | -5.9% | +14.1% | -20.0% | -15.8% |
| 1Y | +1.7% | +12.2% | -10.5% | -8.6% |
| 3Y | +124.9% | +63.8% | +61.1% | +66.0% |
| 5Y | +90.5% | +28.7% | +61.8% | +52.6% |
| 10Y | +117.8% | +95.8% | +22.1% | +36.1% |
| All | +3,015.0% | +2,612.1% | +402.9% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling