+8,627.7%
WFC vs BBWI
+1,034.6%
+7,593.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | 0.0% |
| 7D | +3.8% | +1.5% | +2.3% | +3.3% |
| 30D | +1.5% | -5.2% | +6.7% | +2.6% |
| 3M | +10.9% | +11.1% | -0.2% | +6.1% |
| 6M | +8.4% | -13.4% | +21.8% | +10.0% |
| YTD | -1.9% | +0.1% | -2.0% | -5.4% |
| 1Y | +12.3% | -36.1% | +48.5% | +21.7% |
| 3Y | +132.3% | -44.1% | +176.4% | +147.0% |
| 5Y | +130.1% | -66.2% | +196.3% | +169.3% |
| 10Y | +134.4% | -54.8% | +189.2% | +102.4% |
| All | +8,627.7% | +1,034.6% | +7,593.1% | +2,012.2% |
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