-18.5%
BKNG vs WFC
+3.2%
-21.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.8% | -4.9% |
| 7D | -13.1% | +0.4% | -13.6% | -13.0% |
| 30D | -18.5% | +2.5% | -21.0% | -19.8% |
| All | -18.5% | +3.2% | -21.7% | -19.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling