+127.9%
WFC vs BR
+7.7%
+120.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.3% | -6.0% | +6.3% | +2.4% |
| 30D | +2.3% | -0.9% | +3.1% | +2.4% |
| 3M | +9.8% | +16.4% | -6.6% | +3.1% |
| 6M | +15.6% | -8.2% | +23.7% | +18.6% |
| YTD | -2.4% | -23.2% | +20.8% | +7.5% |
| 1Y | +13.8% | -30.9% | +44.8% | +31.4% |
| 3Y | +134.6% | -5.0% | +139.6% | +135.0% |
| 5Y | +127.9% | +8.8% | +119.2% | +104.4% |
| All | +127.9% | +7.7% | +120.2% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling