+297.5%
WFC vs BIL
+30.8%
+266.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.6% |
| 30D | +2.9% | 0.0% | +3.0% | +2.7% |
| 3M | -1.4% | +0.6% | -2.0% | +2.3% |
| 6M | +14.3% | +1.5% | +12.8% | +25.5% |
| YTD | -6.2% | +2.8% | -9.0% | +11.1% |
| 1Y | +1.6% | +3.3% | -1.7% | +24.4% |
| 3Y | +126.9% | +13.4% | +113.5% | +397.1% |
| 5Y | +94.0% | +19.8% | +74.1% | +511.9% |
| 10Y | +134.0% | +25.6% | +108.4% | +926.0% |
| All | +297.5% | +30.8% | +266.7% | +1,585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling