+135.0%
WFC vs BLK
+66.0%
+69.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.1% |
| 7D | +0.4% | -3.3% | +3.7% | +2.4% |
| 30D | +1.5% | -6.5% | +8.1% | +5.6% |
| 3M | +10.2% | +6.7% | +3.5% | +5.0% |
| 6M | +18.8% | +14.7% | +4.1% | +6.8% |
| YTD | -1.5% | +2.5% | -4.1% | -5.0% |
| 1Y | +13.5% | -2.8% | +16.3% | +13.9% |
| 3Y | +135.0% | +65.9% | +69.1% | +64.3% |
| All | +135.0% | +66.0% | +69.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling