+145.0%
WFC vs BG
+166.7%
-21.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.6% |
| 7D | +0.4% | +3.1% | -2.8% | -0.8% |
| 30D | +1.5% | +10.2% | -8.7% | -2.2% |
| 3M | +10.2% | -1.7% | +11.9% | +10.1% |
| 6M | +18.8% | +1.0% | +17.8% | +16.8% |
| YTD | -1.5% | +39.9% | -41.4% | -15.1% |
| 1Y | +13.5% | +53.2% | -39.7% | -6.3% |
| 3Y | +135.0% | +16.3% | +118.7% | +112.3% |
| 5Y | +130.1% | +83.9% | +46.2% | +63.5% |
| All | +145.0% | +166.7% | -21.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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