+848.6%
WFC vs BLK
+12,905.6%
-12,056.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +3.2% |
| 7D | +0.4% | -2.7% | +3.1% | +2.0% |
| 30D | +2.5% | -4.8% | +7.2% | +5.3% |
| 3M | +10.0% | +6.5% | +3.5% | +5.3% |
| 6M | +15.1% | +13.2% | +1.9% | +5.6% |
| YTD | -2.2% | +1.8% | -4.0% | -4.8% |
| 1Y | +13.5% | -1.0% | +14.4% | +12.2% |
| 3Y | +135.2% | +66.0% | +69.3% | +70.3% |
| 5Y | +128.3% | +31.2% | +97.1% | +86.5% |
| 10Y | +142.4% | +278.5% | -136.1% | +5.5% |
| All | +848.6% | +12,905.6% | -12,056.9% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling