+122.9%
WFC vs BTDR
+20.7%
+102.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.8% |
| 7D | +0.4% | -3.4% | +3.7% | +0.5% |
| 30D | +1.5% | +32.6% | -31.1% | 0.0% |
| 3M | +10.2% | -32.2% | +42.4% | +11.4% |
| 6M | +18.8% | +52.4% | -33.6% | +14.8% |
| YTD | -1.5% | +6.7% | -8.2% | -3.7% |
| 1Y | +13.5% | -15.2% | +28.8% | +11.4% |
| 3Y | +135.0% | +14.9% | +120.1% | +120.9% |
| All | +122.9% | +20.7% | +102.2% | +102.7% |
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