+127.9%
WFC vs BIDU
-45.6%
+173.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | +0.3% | -5.2% | +5.5% | +0.8% |
| 30D | +2.3% | -14.5% | +16.8% | +3.8% |
| 3M | +9.8% | -22.9% | +32.6% | +12.5% |
| 6M | +15.6% | -27.8% | +43.4% | +18.7% |
| YTD | -2.4% | -30.7% | +28.2% | +0.4% |
| 1Y | +13.8% | -15.8% | +29.6% | +13.7% |
| 3Y | +134.6% | -33.2% | +167.9% | +137.4% |
| 5Y | +127.9% | -44.8% | +172.7% | +133.6% |
| All | +127.9% | -45.6% | +173.5% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling