+977.1%
BE vs WFC
+93.4%
+883.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -4.1% |
| 7D | +23.9% | +0.4% | +23.5% | +23.3% |
| 30D | +27.8% | +2.5% | +25.4% | +25.6% |
| 3M | +3.7% | +10.0% | -6.3% | -2.6% |
| 6M | +78.0% | +15.1% | +62.9% | +60.7% |
| YTD | +209.9% | -2.2% | +212.1% | +211.7% |
| 1Y | +389.6% | +13.5% | +376.1% | +348.7% |
| 3Y | +1,730.6% | +135.2% | +1,595.4% | +944.5% |
| 5Y | +1,227.8% | +128.3% | +1,099.5% | +660.5% |
| All | +977.1% | +93.4% | +883.7% | +390.6% |
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