+90.7%
WFC vs BTDR
-44.0%
+134.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +0.7% |
| 7D | +2.5% | -6.9% | +9.4% | +2.7% |
| 30D | +7.0% | -31.5% | +38.5% | +8.4% |
| 3M | -1.8% | -36.1% | +34.3% | -0.5% |
| 6M | +18.4% | -57.6% | +76.0% | +21.1% |
| YTD | -5.6% | -50.0% | +44.4% | -5.0% |
| 1Y | +3.9% | -49.6% | +53.5% | +4.4% |
| 3Y | +126.3% | +48.5% | +77.8% | +118.1% |
| All | +90.7% | -44.0% | +134.7% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling