+12.5%
WFC vs BTDR
-16.9%
+29.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.2% | 0.0% |
| 7D | +0.3% | -3.2% | +3.5% | +0.4% |
| 30D | +2.3% | +32.7% | -30.4% | +0.7% |
| 3M | +9.8% | -28.4% | +38.1% | +10.6% |
| 6M | +15.6% | +51.7% | -36.2% | +10.0% |
| YTD | -2.4% | +2.9% | -5.3% | -5.5% |
| All | +12.5% | -16.9% | +29.4% | +12.0% |
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