+8,242.3%
WFC vs BBWI
+1,165.5%
+7,076.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.3% |
| 7D | +0.1% | -6.2% | +6.3% | +2.0% |
| 30D | +2.9% | +25.5% | -22.6% | -4.1% |
| 3M | -1.4% | +8.0% | -9.4% | -5.0% |
| 6M | +14.3% | +12.7% | +1.7% | +7.5% |
| YTD | -6.2% | +11.6% | -17.9% | -13.2% |
| 1Y | +1.6% | -0.9% | +2.5% | -4.2% |
| 3Y | +126.9% | -22.7% | +149.6% | +116.8% |
| 5Y | +94.0% | -67.2% | +161.1% | +128.3% |
| 10Y | +134.0% | -43.7% | +177.7% | +86.9% |
| All | +8,242.3% | +1,165.5% | +7,076.8% | +1,837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling