+8,627.7%
WFC vs HD
+31,989.9%
-23,362.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.4% |
| 7D | +3.8% | -2.1% | +5.8% | +4.8% |
| 30D | +1.5% | -8.4% | +9.9% | +5.7% |
| 3M | +10.9% | +4.3% | +6.5% | +8.0% |
| 6M | +8.4% | -11.1% | +19.6% | +13.8% |
| YTD | -1.9% | -4.7% | +2.8% | -0.8% |
| 1Y | +12.3% | -19.8% | +32.2% | +23.1% |
| 3Y | +132.3% | +4.1% | +128.2% | +121.2% |
| 5Y | +130.1% | +10.3% | +119.8% | +108.8% |
| 10Y | +134.4% | +203.2% | -68.8% | +30.0% |
| All | +8,627.7% | +31,989.9% | -23,362.2% | +575.2% |
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