+142.4%
WFC vs BIL
+25.2%
+117.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +2.5% | +0.3% | +2.2% | +2.4% |
| 3M | +10.0% | +0.9% | +9.1% | +9.9% |
| 6M | +15.1% | +1.8% | +13.3% | +14.6% |
| YTD | -2.2% | +2.5% | -4.7% | -3.0% |
| 1Y | +13.5% | +3.7% | +9.8% | +11.7% |
| 3Y | +135.2% | +14.1% | +121.1% | +105.9% |
| 5Y | +128.3% | +19.4% | +108.9% | +90.9% |
| 10Y | +142.4% | +25.2% | +117.2% | +81.0% |
| All | +142.4% | +25.2% | +117.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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