+8,577.3%
WFC vs BKR
+528.0%
+8,049.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | +1.7% |
| 7D | +0.3% | -6.7% | +7.0% | +2.2% |
| 30D | +2.3% | -8.3% | +10.6% | +4.8% |
| 3M | +9.8% | -5.4% | +15.1% | +11.1% |
| 6M | +15.6% | +0.8% | +14.7% | +14.2% |
| YTD | -2.4% | +31.8% | -34.3% | -11.2% |
| 1Y | +13.8% | +28.6% | -14.8% | +4.0% |
| 3Y | +134.6% | +71.2% | +63.4% | +94.6% |
| 5Y | +127.9% | +179.2% | -51.3% | +58.7% |
| 10Y | +141.8% | +124.0% | +17.8% | +67.0% |
| All | +8,577.3% | +528.0% | +8,049.3% | +4,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling