+8,268.6%
WFC vs BP
+1,352.6%
+6,916.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -6.3% | +7.2% | +3.7% |
| 30D | +3.3% | -3.6% | +6.9% | +4.5% |
| 3M | -1.4% | +5.2% | -6.7% | -4.4% |
| 6M | +14.7% | +5.3% | +9.4% | +10.1% |
| YTD | -5.9% | +33.1% | -39.0% | -19.7% |
| 1Y | +1.8% | +26.3% | -24.4% | -11.2% |
| 3Y | +124.9% | +47.5% | +77.4% | +78.1% |
| 5Y | +92.7% | +106.2% | -13.4% | +27.4% |
| 10Y | +118.2% | +127.0% | -8.7% | +32.3% |
| All | +8,268.6% | +1,352.6% | +6,916.0% | +2,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling