+12.3%
WFC vs BTDR
-4.8%
+17.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +0.7% |
| 7D | +3.8% | +20.0% | -16.2% | +2.9% |
| 30D | +1.5% | +11.9% | -10.5% | +0.7% |
| 3M | +10.9% | -36.9% | +47.8% | +12.5% |
| 6M | +8.4% | +56.5% | -48.1% | +3.1% |
| YTD | -1.9% | +10.4% | -12.3% | -5.3% |
| 1Y | +12.3% | +3.1% | +9.3% | +10.6% |
| All | +12.3% | -4.8% | +17.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling