+707.7%
BE vs WFC
+86.1%
+621.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | +1.7% | +18.8% | +19.3% |
| 30D | -23.4% | +6.8% | -30.2% | -26.5% |
| 3M | -14.9% | -3.0% | -11.9% | -13.4% |
| 6M | -28.1% | +15.4% | -43.5% | -34.5% |
| YTD | +132.4% | -5.9% | +138.3% | +139.6% |
| 1Y | +59.4% | +1.7% | +57.7% | +56.9% |
| 3Y | +1,815.8% | +124.9% | +1,690.9% | +1,021.5% |
| 5Y | +491.3% | +90.5% | +400.8% | +278.5% |
| All | +707.7% | +86.1% | +621.7% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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