+90.0%
WFC vs BTSG
+416.6%
-326.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.1% |
| 7D | +0.4% | +2.9% | -2.4% | 0.0% |
| 30D | +2.5% | +0.9% | +1.6% | +2.2% |
| 3M | +10.0% | +1.6% | +8.4% | +8.8% |
| 6M | +15.1% | +46.8% | -31.7% | +5.9% |
| YTD | -2.2% | +65.5% | -67.7% | -12.2% |
| 1Y | +13.5% | +136.2% | -122.8% | -5.2% |
| All | +90.0% | +416.6% | -326.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling