+290.3%
WFC vs BIL
+30.4%
+259.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | -0.3% |
| 30D | +5.2% | 0.0% | +5.2% | +5.2% |
| 3M | -3.0% | +0.3% | -3.4% | -1.1% |
| 6M | +6.2% | +1.2% | +5.0% | +14.7% |
| YTD | -7.9% | +2.5% | -10.4% | +7.0% |
| 1Y | +0.3% | +3.0% | -2.8% | +20.7% |
| 3Y | +117.7% | +13.2% | +104.6% | +370.6% |
| 5Y | +88.4% | +19.4% | +68.9% | +482.5% |
| 10Y | +147.3% | +25.2% | +122.1% | +960.1% |
| All | +290.3% | +30.4% | +259.9% | +1,523.2% |
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