+2.5%
WFC vs BTDR
-69.9%
+72.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.9% | +2.4% |
| 7D | +4.5% | -17.6% | +22.0% | +5.1% |
| 30D | +7.4% | -40.3% | +47.6% | +9.0% |
| 3M | -0.5% | -42.6% | +42.1% | +0.9% |
| 6M | +11.7% | -46.3% | +58.0% | +12.1% |
| YTD | -4.6% | -41.7% | +37.1% | -6.1% |
| 1Y | +2.5% | -69.4% | +71.9% | +4.0% |
| All | +2.5% | -69.9% | +72.4% | +4.0% |
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