+2.5%
WFC vs BTSG
+111.7%
-109.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.5% | +17.4% | -12.9% | +3.8% |
| 30D | +7.4% | +12.6% | -5.2% | +6.8% |
| 3M | -0.5% | +11.2% | -11.7% | -1.0% |
| 6M | +11.7% | +30.4% | -18.7% | +8.6% |
| YTD | -4.6% | +86.4% | -91.0% | -12.7% |
| 1Y | +2.5% | +117.9% | -115.4% | -8.4% |
| All | +2.5% | +111.7% | -109.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling