+8,627.7%
WFC vs BTI
+6,053.4%
+2,574.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +3.8% | -1.4% | +5.2% | +4.2% |
| 30D | +1.5% | -6.6% | +8.1% | +3.5% |
| 3M | +10.9% | -3.0% | +13.9% | +11.4% |
| 6M | +8.4% | -6.7% | +15.1% | +9.9% |
| YTD | -1.9% | +0.6% | -2.4% | -3.0% |
| 1Y | +12.3% | +5.6% | +6.8% | +9.2% |
| 3Y | +132.3% | +110.3% | +22.0% | +80.0% |
| 5Y | +130.1% | +114.3% | +15.8% | +77.3% |
| 10Y | +134.4% | +67.7% | +66.7% | +88.5% |
| All | +8,627.7% | +6,053.4% | +2,574.4% | +3,305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling