+134.1%
WFC vs BBIO
+136.9%
-2.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +0.6% |
| 30D | +2.3% | -13.4% | +15.7% | +3.5% |
| 3M | +9.8% | +7.6% | +2.2% | +8.8% |
| 6M | +15.6% | -2.4% | +18.0% | +15.4% |
| YTD | -2.4% | -5.2% | +2.8% | -2.6% |
| 1Y | +13.8% | +36.9% | -23.1% | +9.8% |
| 3Y | +134.6% | +155.2% | -20.5% | +110.3% |
| 5Y | +127.9% | +44.0% | +83.9% | +91.4% |
| All | +134.1% | +136.9% | -2.8% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling