+737.9%
BE vs WFC
+86.1%
+651.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +12.9% | +12.9% |
| 7D | +4.5% | -1.3% | +5.8% | +5.9% |
| 30D | -20.1% | +3.6% | -23.7% | -21.9% |
| 3M | -0.8% | -1.3% | +0.5% | -0.2% |
| 6M | -26.2% | +18.0% | -44.2% | -33.8% |
| YTD | +141.1% | -5.9% | +146.9% | +148.5% |
| 1Y | +64.8% | +1.8% | +63.1% | +62.2% |
| 3Y | +1,887.4% | +125.0% | +1,762.4% | +1,063.0% |
| 5Y | +518.1% | +92.0% | +426.1% | +293.8% |
| All | +737.9% | +86.1% | +651.7% | +291.1% |
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