+117.9%
WFC vs HDB
+64.3%
+53.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | +6.9% | -8.2% | -4.0% |
| 30D | +3.6% | +15.2% | -11.6% | -2.3% |
| 3M | -1.3% | +11.7% | -13.0% | -6.0% |
| 6M | +18.0% | +7.5% | +10.5% | +13.5% |
| YTD | -5.9% | -28.8% | +22.9% | +6.8% |
| 1Y | +1.8% | -29.1% | +30.9% | +15.6% |
| 3Y | +125.0% | -7.0% | +132.0% | +121.1% |
| 5Y | +92.0% | -22.1% | +114.0% | +99.6% |
| 10Y | +117.9% | +64.9% | +53.0% | +65.9% |
| All | +117.9% | +64.3% | +53.6% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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