+127.9%
WFC vs BG
+88.4%
+39.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.3% | +3.7% | -3.4% | -0.6% |
| 30D | +2.3% | +12.3% | -10.1% | -0.7% |
| 3M | +9.8% | -2.2% | +12.0% | +10.0% |
| 6M | +15.6% | +5.3% | +10.2% | +13.2% |
| YTD | -2.4% | +42.4% | -44.8% | -12.6% |
| 1Y | +13.8% | +55.2% | -41.4% | -1.1% |
| 3Y | +134.6% | +21.0% | +113.7% | +118.9% |
| 5Y | +127.9% | +87.1% | +40.8% | +78.0% |
| All | +127.9% | +88.4% | +39.5% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling