+127.9%
WFC vs BTDR
+16.5%
+111.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +9.8% | -28.4% | +38.1% | +10.6% |
| 6M | +15.6% | +51.7% | -36.2% | +11.6% |
| YTD | -2.4% | +2.9% | -5.3% | -4.4% |
| 1Y | +13.8% | -15.5% | +29.3% | +11.7% |
| 3Y | +134.6% | 0.0% | +134.6% | +120.9% |
| 5Y | +127.9% | +16.5% | +111.5% | +107.1% |
| All | +127.9% | +16.5% | +111.5% | +107.1% |
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