+1,006.0%
WFC vs BB
+258.8%
+747.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -5.6% | +9.4% | +4.4% |
| 30D | +1.5% | -11.8% | +13.3% | +2.7% |
| 3M | +10.9% | -25.5% | +36.4% | +13.5% |
| 6M | +8.4% | +121.3% | -112.8% | -2.3% |
| YTD | -1.9% | +103.2% | -105.0% | -10.8% |
| 1Y | +12.3% | +102.6% | -90.3% | +1.8% |
| 3Y | +132.3% | +37.5% | +94.8% | +112.6% |
| 5Y | +130.1% | -30.4% | +160.5% | +121.0% |
| 10Y | +134.4% | 0.0% | +134.4% | +94.6% |
| All | +1,006.0% | +258.8% | +747.1% | +763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling