+145.0%
WFC vs BKR
+125.3%
+19.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +0.4% | -7.0% | +7.3% | +3.1% |
| 30D | +1.5% | -8.1% | +9.7% | +4.8% |
| 3M | +10.2% | -6.6% | +16.8% | +12.5% |
| 6M | +18.8% | +0.9% | +17.9% | +16.7% |
| YTD | -1.5% | +31.1% | -32.6% | -13.6% |
| 1Y | +13.5% | +27.7% | -14.2% | +0.1% |
| 3Y | +135.0% | +71.2% | +63.7% | +79.3% |
| 5Y | +130.1% | +177.6% | -47.6% | +33.7% |
| All | +145.0% | +125.3% | +19.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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