+23.0%
WFC vs BIYA
-99.9%
+122.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | 0.0% |
| 7D | -1.3% | +2.5% | -3.8% | -1.3% |
| 30D | +3.6% | -22.3% | +25.9% | +3.7% |
| 3M | -1.3% | -54.8% | +53.5% | -0.9% |
| 6M | +18.0% | -86.5% | +104.4% | +17.7% |
| YTD | -5.9% | -96.8% | +91.0% | -5.0% |
| 1Y | +1.8% | -98.6% | +100.4% | +4.2% |
| All | +23.0% | -99.9% | +122.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling