+142.4%
WFC vs BP
+132.0%
+10.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.1% |
| 7D | +0.4% | +4.0% | -3.5% | -1.4% |
| 30D | +2.5% | +7.8% | -5.4% | -1.3% |
| 3M | +10.0% | +8.4% | +1.6% | +4.9% |
| 6M | +15.1% | +15.1% | 0.0% | +5.5% |
| YTD | -2.2% | +36.4% | -38.6% | -18.2% |
| 1Y | +13.5% | +40.9% | -27.4% | -7.1% |
| 3Y | +135.2% | +38.8% | +96.4% | +88.7% |
| 5Y | +128.3% | +141.1% | -12.8% | +29.1% |
| 10Y | +142.4% | +133.9% | +8.5% | +34.2% |
| All | +142.4% | +132.0% | +10.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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