+462.4%
WFC vs BTG
+378.0%
+84.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -2.1% |
| 7D | +1.1% | +4.8% | -3.8% | +0.9% |
| 30D | +0.8% | +8.3% | -7.5% | +0.5% |
| 3M | +9.3% | +32.3% | -23.0% | +7.9% |
| 6M | +10.6% | +3.0% | +7.7% | +10.1% |
| YTD | -4.1% | +21.9% | -26.0% | -5.3% |
| 1Y | +13.6% | +28.2% | -14.6% | +11.7% |
| 3Y | +130.7% | +99.9% | +30.8% | +121.5% |
| 5Y | +126.7% | +73.6% | +53.2% | +117.7% |
| 10Y | +132.1% | +136.5% | -4.4% | +115.6% |
| All | +462.4% | +378.0% | +84.5% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling