+341.3%
WFC vs BND
+76.8%
+264.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.7% |
| 30D | +1.5% | -0.4% | +1.8% | +1.2% |
| 3M | +10.9% | -0.6% | +11.5% | +10.3% |
| 6M | +8.4% | -1.4% | +9.9% | +7.0% |
| YTD | -1.9% | -0.2% | -1.6% | -2.1% |
| 1Y | +12.3% | +1.3% | +11.1% | +13.6% |
| 3Y | +132.3% | +13.2% | +119.2% | +158.6% |
| 5Y | +130.1% | -1.6% | +131.6% | +116.3% |
| 10Y | +134.4% | +15.5% | +118.9% | +182.0% |
| All | +341.3% | +76.8% | +264.5% | +838.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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