+132.1%
WFC vs B
+186.6%
-54.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.2% |
| 7D | +1.1% | +2.3% | -1.3% | +1.0% |
| 30D | +0.8% | +1.4% | -0.5% | +0.7% |
| 3M | +9.3% | +12.2% | -2.9% | +8.8% |
| 6M | +10.6% | -2.1% | +12.8% | +10.5% |
| YTD | -4.1% | +2.9% | -7.0% | -4.4% |
| 1Y | +13.6% | +55.3% | -41.7% | +12.0% |
| 3Y | +130.7% | +198.7% | -68.0% | +124.0% |
| 5Y | +126.7% | +153.8% | -27.0% | +119.1% |
| 10Y | +132.1% | +193.4% | -61.3% | +126.1% |
| All | +132.1% | +186.6% | -54.4% | +126.1% |
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