+8,091.0%
WFC vs B
+719.1%
+7,371.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | +1.2% | +9.6% | -8.3% | +1.0% |
| 30D | +5.2% | +3.5% | +1.7% | +5.1% |
| 3M | -3.0% | -1.6% | -1.5% | -3.1% |
| 6M | +6.2% | -1.7% | +7.9% | +6.1% |
| YTD | -7.9% | -5.3% | -2.6% | -8.0% |
| 1Y | +0.3% | +27.2% | -26.9% | -0.5% |
| 3Y | +117.7% | +166.1% | -48.4% | +111.9% |
| 5Y | +88.4% | +136.5% | -48.1% | +83.2% |
| 10Y | +147.3% | +172.2% | -25.0% | +138.2% |
| All | +8,091.0% | +719.1% | +7,371.9% | +9,780.7% |
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