+135.0%
WFC vs BTG
+94.8%
+40.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.4% | -3.8% | +4.1% | +0.5% |
| 30D | +1.5% | +3.6% | -2.1% | +1.3% |
| 3M | +10.2% | +32.0% | -21.8% | +8.4% |
| 6M | +18.8% | +3.4% | +15.4% | +18.0% |
| YTD | -1.5% | +20.8% | -22.3% | -3.2% |
| 1Y | +13.5% | +22.4% | -8.9% | +11.3% |
| 3Y | +135.0% | +91.7% | +43.2% | +122.8% |
| All | +135.0% | +94.8% | +40.1% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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