+315.9%
WFC vs BIL
+30.4%
+285.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +1.1% |
| 7D | +3.8% | +0.1% | +3.7% | +4.3% |
| 30D | +1.5% | +0.3% | +1.1% | +3.6% |
| 3M | +10.9% | +0.9% | +9.9% | +17.5% |
| 6M | +8.4% | +1.8% | +6.6% | +21.4% |
| YTD | -1.9% | +2.4% | -4.3% | +13.9% |
| 1Y | +12.3% | +3.7% | +8.6% | +40.9% |
| 3Y | +132.3% | +14.2% | +118.2% | +432.0% |
| 5Y | +130.1% | +19.4% | +110.7% | +610.0% |
| 10Y | +134.4% | +25.2% | +109.2% | +905.2% |
| All | +315.9% | +30.4% | +285.5% | +1,627.6% |
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