+13.6%
WFC vs HD
-22.9%
+36.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | +1.1% | -1.2% | +2.2% | +1.4% |
| 30D | +0.8% | -11.1% | +12.0% | +3.7% |
| 3M | +9.3% | +2.0% | +7.2% | +8.0% |
| 6M | +10.6% | -10.5% | +21.1% | +12.3% |
| YTD | -4.1% | -6.9% | +2.8% | -4.6% |
| 1Y | +13.6% | -23.2% | +36.8% | +24.8% |
| All | +13.6% | -22.9% | +36.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling