+126.3%
WFC vs BTI
+149.4%
-23.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | +7.0% | +9.2% | -2.2% | +6.0% |
| 3M | -1.8% | +9.6% | -11.4% | -2.7% |
| 6M | +18.4% | -2.4% | +20.8% | +18.7% |
| YTD | -5.6% | +14.2% | -19.8% | -7.3% |
| 1Y | +3.9% | +20.3% | -16.4% | +1.3% |
| 3Y | +126.3% | +147.4% | -21.1% | +90.1% |
| All | +126.3% | +149.4% | -23.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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