+145.0%
WFC vs BLK
+283.5%
-138.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.2% |
| 7D | +0.4% | -3.3% | +3.7% | +2.7% |
| 30D | +1.5% | -6.5% | +8.1% | +6.1% |
| 3M | +10.2% | +6.7% | +3.5% | +4.5% |
| 6M | +18.8% | +14.7% | +4.1% | +6.2% |
| YTD | -1.5% | +2.5% | -4.1% | -5.3% |
| 1Y | +13.5% | -2.8% | +16.3% | +13.3% |
| 3Y | +135.0% | +65.9% | +69.1% | +58.6% |
| 5Y | +130.1% | +33.0% | +97.1% | +77.6% |
| All | +145.0% | +283.5% | -138.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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