+86.8%
WFC vs BUD
+48.8%
+38.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | +1.2% | +4.5% | -3.2% | -0.2% |
| 30D | +5.2% | +12.5% | -7.3% | +1.1% |
| 3M | -3.0% | 0.0% | -3.0% | -3.3% |
| 6M | +6.2% | +3.8% | +2.4% | +4.2% |
| YTD | -7.9% | +33.1% | -41.0% | -18.3% |
| 1Y | +0.3% | +35.5% | -35.2% | -11.8% |
| 3Y | +117.7% | +49.4% | +68.3% | +77.4% |
| All | +86.8% | +48.8% | +38.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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