+136.2%
WFC vs BBIO
+136.7%
-0.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | +1.5% | -13.6% | +15.1% | +2.8% |
| 3M | +10.2% | +7.2% | +3.0% | +9.3% |
| 6M | +18.8% | +1.5% | +17.3% | +18.3% |
| YTD | -1.5% | -5.3% | +3.8% | -1.7% |
| 1Y | +13.5% | +37.7% | -24.2% | +9.5% |
| 3Y | +135.0% | +153.9% | -19.0% | +110.6% |
| 5Y | +130.1% | +43.9% | +86.2% | +93.2% |
| All | +136.2% | +136.7% | -0.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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