+143.3%
WFC vs BN
+268.0%
-124.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.9% | +3.1% |
| 7D | +0.4% | -3.0% | +3.4% | +2.3% |
| 30D | +2.5% | -13.0% | +15.5% | +11.2% |
| 3M | +10.0% | -15.2% | +25.2% | +21.1% |
| 6M | +15.1% | -5.9% | +21.0% | +17.7% |
| YTD | -2.2% | -15.8% | +13.6% | +6.6% |
| 1Y | +13.5% | -12.2% | +25.6% | +19.9% |
| 3Y | +135.2% | +72.2% | +63.0% | +55.7% |
| 5Y | +128.3% | +33.2% | +95.1% | +73.1% |
| All | +143.3% | +268.0% | -124.7% | +6.9% |
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