+651.9%
WFC vs BG
+1,185.2%
-533.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.7% |
| 7D | +1.1% | +2.4% | -1.3% | +0.2% |
| 30D | +0.8% | +15.0% | -14.2% | -4.1% |
| 3M | +9.3% | -0.7% | +9.9% | +8.8% |
| 6M | +10.6% | +7.5% | +3.1% | +6.6% |
| YTD | -4.1% | +41.6% | -45.7% | -16.2% |
| 1Y | +13.6% | +50.7% | -37.1% | -3.6% |
| 3Y | +130.7% | +20.3% | +110.5% | +107.4% |
| 5Y | +126.7% | +85.2% | +41.5% | +71.2% |
| 10Y | +132.1% | +160.6% | -28.5% | +47.8% |
| All | +651.9% | +1,185.2% | -533.3% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling