+677.4%
WFC vs HDB
+3,812.1%
-3,134.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | +1.5% | -2.8% | +4.3% | +2.7% |
| 3M | +10.9% | -3.5% | +14.4% | +11.9% |
| 6M | +8.4% | -24.7% | +33.1% | +21.5% |
| YTD | -1.9% | -36.6% | +34.7% | +18.4% |
| 1Y | +12.3% | -34.4% | +46.7% | +33.2% |
| 3Y | +132.3% | -24.4% | +156.7% | +151.4% |
| 5Y | +130.1% | -35.4% | +165.4% | +161.7% |
| 10Y | +134.4% | +39.5% | +94.9% | +77.0% |
| All | +677.4% | +3,812.1% | -3,134.7% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling