+120.8%
WFC vs BLK
+29.9%
+90.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +0.3% | -5.2% | +5.5% | +3.6% |
| 30D | +2.3% | -7.0% | +9.3% | +6.8% |
| 3M | +9.8% | +5.7% | +4.1% | +5.3% |
| 6M | +15.6% | +11.0% | +4.5% | +6.5% |
| YTD | -2.4% | +0.9% | -3.3% | -4.8% |
| 1Y | +13.8% | -1.6% | +15.4% | +12.9% |
| 3Y | +134.6% | +64.5% | +70.2% | +66.3% |
| All | +120.8% | +29.9% | +90.9% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling