+126.7%
WFC vs BP
+131.3%
-4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -2.9% |
| 7D | +1.1% | +0.9% | +0.1% | +0.8% |
| 30D | +0.8% | +9.1% | -8.3% | -1.9% |
| 3M | +9.3% | +3.9% | +5.4% | +7.5% |
| 6M | +10.6% | +13.6% | -3.0% | +4.9% |
| YTD | -4.1% | +34.0% | -38.1% | -14.6% |
| 1Y | +13.6% | +39.2% | -25.6% | -0.6% |
| 3Y | +130.7% | +36.4% | +94.3% | +100.7% |
| 5Y | +126.7% | +135.8% | -9.1% | +50.1% |
| All | +126.7% | +131.3% | -4.5% | +50.1% |
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