+132.1%
WFC vs HD
+204.3%
-72.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.0% |
| 7D | +1.1% | -1.2% | +2.2% | +1.7% |
| 30D | +0.8% | -11.1% | +12.0% | +7.5% |
| 3M | +9.3% | +2.0% | +7.2% | +7.2% |
| 6M | +10.6% | -10.5% | +21.1% | +16.5% |
| YTD | -4.1% | -6.9% | +2.8% | -1.8% |
| 1Y | +13.6% | -23.2% | +36.8% | +29.7% |
| 3Y | +130.7% | +3.1% | +127.7% | +115.9% |
| 5Y | +126.7% | +7.4% | +119.3% | +99.5% |
| 10Y | +132.1% | +205.0% | -72.9% | +9.9% |
| All | +132.1% | +204.3% | -72.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling