+126.3%
WFC vs BR
+14.9%
+111.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +7.0% | +14.4% | -7.4% | +2.9% |
| 3M | -1.8% | +12.4% | -14.2% | -5.3% |
| 6M | +18.4% | +35.4% | -17.0% | +6.6% |
| YTD | -5.6% | -12.2% | +6.6% | +0.8% |
| 1Y | +3.9% | -12.7% | +16.6% | +11.3% |
| 3Y | +126.3% | +14.3% | +112.1% | +117.0% |
| All | +126.3% | +14.9% | +111.4% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling