+111.7%
WFC vs BB
+24.8%
+86.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.3% |
| 7D | +1.7% | +9.0% | -7.2% | +0.6% |
| 30D | +6.8% | +7.7% | -0.8% | +5.5% |
| 3M | -3.0% | +4.0% | -7.0% | -4.2% |
| 6M | +15.4% | +46.6% | -31.2% | +7.5% |
| YTD | -5.9% | +140.6% | -146.5% | -18.4% |
| 1Y | +1.7% | +103.1% | -101.5% | -10.1% |
| 3Y | +124.9% | +150.5% | -25.6% | +86.6% |
| 5Y | +90.5% | -15.4% | +105.9% | +74.9% |
| All | +111.7% | +24.8% | +86.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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