+126.7%
WFC vs BBWI
-66.8%
+193.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +0.8% | -6.2% | +7.0% | +1.8% |
| 3M | +9.3% | +4.3% | +4.9% | +7.6% |
| 6M | +10.6% | -7.2% | +17.8% | +10.4% |
| YTD | -4.1% | -3.0% | -1.0% | -5.6% |
| 1Y | +13.6% | -30.8% | +44.3% | +19.1% |
| 3Y | +130.7% | -43.4% | +174.1% | +142.1% |
| 5Y | +126.7% | -66.7% | +193.5% | +163.4% |
| All | +126.7% | -66.8% | +193.5% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling