+668.0%
BE vs WFC
+86.7%
+581.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.3% | -5.1% |
| 7D | +10.8% | +2.5% | +8.3% | +9.1% |
| 30D | -19.8% | +7.0% | -26.8% | -23.2% |
| 3M | -18.7% | -1.8% | -17.0% | -18.0% |
| 6M | -33.7% | +18.4% | -52.1% | -40.6% |
| YTD | +121.0% | -5.6% | +126.6% | +127.3% |
| 1Y | +85.4% | +3.9% | +81.5% | +79.6% |
| 3Y | +1,709.5% | +126.3% | +1,583.2% | +954.8% |
| 5Y | +462.2% | +91.1% | +371.1% | +259.0% |
| All | +668.0% | +86.7% | +581.3% | +257.8% |
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