+12.3%
WFC vs BNY
+59.6%
-47.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +1.4% | +2.3% | +2.8% |
| 30D | +1.5% | +3.8% | -2.4% | -1.1% |
| 3M | +10.9% | +14.9% | -4.0% | +0.4% |
| 6M | +8.4% | +40.3% | -31.9% | -16.0% |
| YTD | -1.9% | +43.8% | -45.6% | -26.1% |
| 1Y | +12.3% | +58.9% | -46.5% | -25.0% |
| All | +12.3% | +59.6% | -47.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling