+135.0%
WFC vs BDX
-10.0%
+144.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.4% | -3.2% | +3.5% | +1.0% |
| 30D | +1.5% | -2.5% | +4.1% | +2.0% |
| 3M | +10.2% | +21.4% | -11.2% | +5.7% |
| 6M | +18.8% | +10.4% | +8.4% | +16.1% |
| YTD | -1.5% | +18.8% | -20.4% | -5.5% |
| 1Y | +13.5% | +21.7% | -8.1% | +8.4% |
| 3Y | +135.0% | -10.0% | +144.9% | +137.4% |
| All | +135.0% | -10.0% | +144.9% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 3y: compounded portfolio wealth divided by compounded BDX 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…
3y analysis · Full analysis span regression · 6 months rolling