+126.3%
WFC vs BTDR
+41.1%
+85.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +0.8% |
| 7D | +2.5% | -6.9% | +9.4% | +2.8% |
| 30D | +7.0% | -31.5% | +38.5% | +8.9% |
| 3M | -1.8% | -36.1% | +34.3% | -0.1% |
| 6M | +18.4% | -57.6% | +76.0% | +22.0% |
| YTD | -5.6% | -50.0% | +44.4% | -4.9% |
| 1Y | +3.9% | -49.6% | +53.5% | +4.3% |
| 3Y | +126.3% | +48.5% | +77.8% | +107.2% |
| All | +126.3% | +41.1% | +85.3% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling