+8,242.3%
WFC vs HD
+35,225.3%
-26,983.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.7% |
| 30D | +2.9% | +21.6% | -18.6% | -6.5% |
| 3M | -1.4% | +0.1% | -1.5% | -2.0% |
| 6M | +14.3% | +13.0% | +1.4% | +6.7% |
| YTD | -6.2% | +4.9% | -11.1% | -9.8% |
| 1Y | +1.6% | -2.1% | +3.7% | +0.7% |
| 3Y | +126.9% | +32.6% | +94.3% | +91.4% |
| 5Y | +94.0% | +8.2% | +85.7% | +77.2% |
| 10Y | +134.0% | +257.9% | -123.9% | +19.6% |
| All | +8,242.3% | +35,225.3% | -26,983.0% | +513.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling