+135.0%
WFC vs BG
+18.0%
+117.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | +0.4% | +3.1% | -2.8% | -0.1% |
| 30D | +1.5% | +10.2% | -8.7% | +0.2% |
| 3M | +10.2% | -1.7% | +11.9% | +10.4% |
| 6M | +18.8% | +1.0% | +17.8% | +18.2% |
| YTD | -1.5% | +39.9% | -41.4% | -8.1% |
| 1Y | +13.5% | +53.2% | -39.7% | +3.6% |
| 3Y | +135.0% | +16.3% | +118.7% | +139.8% |
| All | +135.0% | +18.0% | +117.0% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling