+8,627.7%
WFC vs BP
+1,327.5%
+7,300.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | +3.8% | +3.9% | -0.2% | +2.0% |
| 30D | +1.5% | +7.6% | -6.1% | -2.0% |
| 3M | +10.9% | +0.7% | +10.2% | +9.4% |
| 6M | +8.4% | +15.5% | -7.1% | -0.3% |
| YTD | -1.9% | +30.8% | -32.7% | -15.1% |
| 1Y | +12.3% | +34.3% | -22.0% | -4.4% |
| 3Y | +132.3% | +35.1% | +97.3% | +92.2% |
| 5Y | +130.1% | +126.8% | +3.2% | +45.9% |
| 10Y | +134.4% | +123.4% | +11.0% | +43.8% |
| All | +8,627.7% | +1,327.5% | +7,300.2% | +2,755.8% |
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