+13.8%
WFC vs BIDU
-18.3%
+32.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.2% |
| 7D | +0.3% | -5.2% | +5.5% | +0.5% |
| 30D | +2.3% | -14.5% | +16.8% | +2.9% |
| 3M | +9.8% | -22.9% | +32.6% | +10.7% |
| 6M | +15.6% | -27.8% | +43.4% | +16.4% |
| YTD | -2.4% | -30.7% | +28.2% | -1.8% |
| 1Y | +13.8% | -15.8% | +29.6% | +13.7% |
| All | +13.8% | -18.3% | +32.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling