+8,268.6%
WFC vs B
+664.2%
+7,604.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +1.7% | -6.2% | +7.9% | +1.9% |
| 30D | +6.8% | -6.6% | +13.5% | +7.0% |
| 3M | -3.0% | -7.9% | +4.9% | -2.8% |
| 6M | +15.4% | -16.8% | +32.2% | +15.8% |
| YTD | -5.9% | -11.7% | +5.8% | -5.8% |
| 1Y | +1.7% | +3.5% | -1.8% | +1.3% |
| 3Y | +124.9% | +165.7% | -40.8% | +118.9% |
| 5Y | +90.5% | +108.4% | -17.9% | +85.8% |
| 10Y | +117.8% | +212.7% | -94.9% | +109.3% |
| All | +8,268.6% | +664.2% | +7,604.5% | +10,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling