+112.4%
WFC vs BIDU
-51.3%
+163.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +2.5% | -4.6% | +7.1% | +3.2% |
| 30D | +7.0% | -4.5% | +11.5% | +7.7% |
| 3M | -1.8% | -25.4% | +23.6% | +2.4% |
| 6M | +18.4% | -48.1% | +66.5% | +29.9% |
| YTD | -5.6% | -40.2% | +34.6% | +0.4% |
| 1Y | +3.9% | -35.2% | +39.1% | +8.9% |
| 3Y | +126.3% | -27.1% | +153.4% | +125.1% |
| 5Y | +91.1% | -54.2% | +145.3% | +97.4% |
| All | +112.4% | -51.3% | +163.8% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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