+209.9%
BKNG vs WFC
+143.5%
+66.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -10.7% | +0.3% | -11.0% | -10.8% |
| 30D | -18.1% | +2.3% | -20.4% | -19.0% |
| 3M | +8.5% | +9.8% | -1.2% | +3.6% |
| 6M | -0.1% | +15.6% | -15.6% | -7.3% |
| YTD | -18.2% | -2.4% | -15.8% | -18.0% |
| 1Y | -19.9% | +13.8% | -33.7% | -25.7% |
| 3Y | +41.6% | +134.6% | -93.0% | -11.5% |
| 5Y | +93.1% | +127.9% | -34.8% | +20.5% |
| All | +209.9% | +143.5% | +66.4% | +69.4% |
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