+142.4%
WFC vs BBWI
-58.2%
+200.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +3.4% |
| 7D | +0.4% | -4.4% | +4.9% | +1.4% |
| 30D | +2.5% | -7.4% | +9.8% | +3.8% |
| 3M | +10.0% | -2.2% | +12.2% | +9.5% |
| 6M | +15.1% | -16.3% | +31.4% | +17.4% |
| YTD | -2.2% | -9.1% | +6.9% | -2.7% |
| 1Y | +13.5% | -34.5% | +48.0% | +20.3% |
| 3Y | +135.2% | -47.0% | +182.2% | +151.0% |
| 5Y | +128.3% | -68.8% | +197.2% | +165.6% |
| 10Y | +142.4% | -57.4% | +199.7% | +106.4% |
| All | +142.4% | -58.2% | +200.6% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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