+640.0%
WFC vs BG
+954.5%
-314.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | +7.0% | -6.7% | +13.7% | +9.3% |
| 3M | -1.8% | -9.3% | +7.5% | +0.9% |
| 6M | +18.4% | -18.3% | +36.7% | +25.2% |
| YTD | -5.6% | +16.2% | -21.8% | -12.2% |
| 1Y | +3.9% | +7.6% | -3.7% | -1.0% |
| 3Y | +126.3% | +6.6% | +119.8% | +110.9% |
| 5Y | +91.1% | +22.2% | +68.9% | +66.3% |
| 10Y | +118.5% | +112.0% | +6.5% | +49.2% |
| All | +640.0% | +954.5% | -314.5% | +278.6% |
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