+960.5%
WFC vs BB
+325.0%
+635.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.3% |
| 7D | +1.7% | +9.0% | -7.2% | +0.8% |
| 30D | +6.8% | +7.7% | -0.8% | +5.7% |
| 3M | -3.0% | +4.0% | -7.0% | -4.1% |
| 6M | +15.4% | +46.6% | -31.2% | +8.7% |
| YTD | -5.9% | +140.6% | -146.5% | -16.5% |
| 1Y | +1.7% | +103.1% | -101.5% | -8.2% |
| 3Y | +124.9% | +150.5% | -25.6% | +92.7% |
| 5Y | +90.5% | -15.4% | +105.9% | +78.7% |
| 10Y | +117.8% | +25.4% | +92.4% | +75.6% |
| All | +960.5% | +325.0% | +635.5% | +708.7% |
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