+112.4%
WFC vs B
+216.6%
-104.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.5% | -7.3% | +9.8% | +2.8% |
| 30D | +7.0% | -3.3% | +10.3% | +7.1% |
| 3M | -1.8% | -7.8% | +6.0% | -1.6% |
| 6M | +18.4% | -15.5% | +33.9% | +18.9% |
| YTD | -5.6% | -12.3% | +6.7% | -5.5% |
| 1Y | +3.9% | +5.4% | -1.5% | +3.3% |
| 3Y | +126.3% | +165.5% | -39.2% | +119.1% |
| 5Y | +91.1% | +107.0% | -15.9% | +84.1% |
| All | +112.4% | +216.6% | -104.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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