+86.8%
WFC vs BP
+103.6%
-16.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | -11.6% | +12.9% | +4.6% |
| 30D | +5.2% | 0.0% | +5.2% | +4.8% |
| 3M | -3.0% | +6.7% | -9.8% | -5.4% |
| 6M | +6.2% | +2.2% | +4.0% | +4.5% |
| YTD | -7.9% | +33.0% | -40.9% | -18.3% |
| 1Y | +0.3% | +30.7% | -30.4% | -10.5% |
| 3Y | +117.7% | +44.2% | +73.5% | +83.9% |
| All | +86.8% | +103.6% | -16.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling