+145.0%
WFC vs BR
+189.7%
-44.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.4% | -3.0% | +3.3% | +1.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.4% |
| 3M | +10.2% | +17.3% | -7.1% | +1.2% |
| 6M | +18.8% | -6.7% | +25.5% | +21.2% |
| YTD | -1.5% | -23.4% | +21.9% | +10.3% |
| 1Y | +13.5% | -32.7% | +46.2% | +35.9% |
| 3Y | +135.0% | -5.9% | +140.9% | +133.6% |
| 5Y | +130.1% | +8.4% | +121.6% | +106.6% |
| All | +145.0% | +189.7% | -44.7% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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