+118.2%
WFC vs BN
+280.2%
-162.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.1% |
| 7D | +0.9% | +4.3% | -3.4% | -1.8% |
| 30D | +3.3% | +14.3% | -11.0% | -5.0% |
| 3M | -1.4% | -4.1% | +2.7% | +0.7% |
| 6M | +14.7% | -9.7% | +24.4% | +21.0% |
| YTD | -5.9% | -7.1% | +1.2% | -3.6% |
| 1Y | +1.8% | -7.4% | +9.3% | +4.3% |
| 3Y | +124.9% | +102.3% | +22.6% | +34.6% |
| 5Y | +92.7% | +35.9% | +56.8% | +45.5% |
| 10Y | +118.2% | +289.2% | -170.9% | -11.5% |
| All | +118.2% | +280.2% | -162.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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