+3,148.6%
WFC vs BWA
+3,492.4%
-343.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.3% |
| 7D | +3.8% | +5.7% | -1.9% | +1.3% |
| 30D | +1.5% | +1.4% | +0.1% | +0.6% |
| 3M | +10.9% | -12.1% | +23.0% | +16.0% |
| 6M | +8.4% | +28.6% | -20.1% | -4.9% |
| YTD | -1.9% | +51.1% | -53.0% | -21.7% |
| 1Y | +12.3% | +55.9% | -43.5% | -12.1% |
| 3Y | +132.3% | +70.1% | +62.2% | +69.1% |
| 5Y | +130.1% | +90.7% | +39.4% | +55.7% |
| 10Y | +134.4% | +154.0% | -19.6% | +31.3% |
| All | +3,148.6% | +3,492.4% | -343.7% | +730.5% |
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