+317.5%
WFC vs BR
+1,481.8%
-1,164.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +2.5% | +1.1% | +1.4% | +1.9% |
| 30D | +7.0% | +14.4% | -7.4% | -1.5% |
| 3M | -1.8% | +12.4% | -14.2% | -9.1% |
| 6M | +18.4% | +35.4% | -17.0% | -3.4% |
| YTD | -5.6% | -12.2% | +6.6% | -1.0% |
| 1Y | +3.9% | -12.7% | +16.6% | +9.4% |
| 3Y | +126.3% | +14.3% | +112.1% | +97.5% |
| 5Y | +91.1% | +19.3% | +71.8% | +57.3% |
| 10Y | +118.5% | +278.1% | -159.6% | -22.4% |
| All | +317.5% | +1,481.8% | -1,164.3% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling