+8,627.7%
WFC vs B
+803.7%
+7,824.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | +1.5% | +9.4% | -8.0% | +1.2% |
| 3M | +10.9% | +5.0% | +5.9% | +10.6% |
| 6M | +8.4% | -3.5% | +12.0% | +8.4% |
| YTD | -1.9% | +4.5% | -6.3% | -2.2% |
| 1Y | +12.3% | +67.8% | -55.4% | +10.7% |
| 3Y | +132.3% | +196.7% | -64.4% | +125.5% |
| 5Y | +130.1% | +151.9% | -21.9% | +123.4% |
| 10Y | +134.4% | +202.2% | -67.8% | +125.2% |
| All | +8,627.7% | +803.7% | +7,824.0% | +10,405.0% |
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