+13.5%
WFC vs BKR
+28.9%
-15.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.4% | -7.0% | +7.3% | +1.2% |
| 30D | +1.5% | -8.1% | +9.7% | +2.5% |
| 3M | +10.2% | -6.6% | +16.8% | +11.3% |
| 6M | +18.8% | +0.9% | +17.9% | +18.4% |
| YTD | -1.5% | +31.1% | -32.6% | -5.7% |
| 1Y | +13.5% | +27.7% | -14.2% | +9.4% |
| All | +13.5% | +28.9% | -15.3% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling