+643.1%
WFC vs HDB
+4,256.0%
-3,612.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +0.7% |
| 7D | +0.1% | +13.7% | -13.6% | -5.5% |
| 30D | +2.9% | +15.8% | -12.9% | -3.7% |
| 3M | -1.4% | +9.2% | -10.7% | -5.6% |
| 6M | +14.3% | +3.2% | +11.2% | +11.6% |
| YTD | -6.2% | -29.4% | +23.2% | +7.5% |
| 1Y | +1.6% | -27.9% | +29.5% | +15.3% |
| 3Y | +126.9% | -5.9% | +132.8% | +122.2% |
| 5Y | +94.0% | -23.5% | +117.4% | +104.2% |
| 10Y | +134.0% | +61.3% | +72.7% | +65.2% |
| All | +643.1% | +4,256.0% | -3,612.9% | +124.3% |
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