+8,091.0%
WFC vs HD
+34,230.8%
-26,139.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +1.2% | +4.3% | -3.1% | -0.9% |
| 30D | +5.2% | +20.2% | -15.0% | -3.9% |
| 3M | -3.0% | -1.0% | -2.0% | -3.1% |
| 6M | +6.2% | +7.9% | -1.7% | +1.3% |
| YTD | -7.9% | +2.0% | -9.9% | -10.2% |
| 1Y | +0.3% | -4.3% | +4.6% | +0.5% |
| 3Y | +117.7% | +25.9% | +91.8% | +88.3% |
| 5Y | +88.4% | +5.8% | +82.5% | +73.9% |
| 10Y | +147.3% | +262.5% | -115.3% | +25.7% |
| All | +8,091.0% | +34,230.8% | -26,139.7% | +511.0% |
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