+111.7%
WFC vs HD
+240.6%
-128.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | +6.8% | +18.5% | -11.6% | -2.9% |
| 3M | -3.0% | +2.2% | -5.1% | -4.6% |
| 6M | +15.4% | +13.8% | +1.6% | +5.9% |
| YTD | -5.9% | +3.4% | -9.3% | -9.5% |
| 1Y | +1.7% | -3.5% | +5.2% | +1.5% |
| 3Y | +124.9% | +29.0% | +95.9% | +83.7% |
| 5Y | +90.5% | +6.1% | +84.4% | +70.8% |
| All | +111.7% | +240.6% | -128.9% | -1.7% |
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