+112.4%
WFC vs HRB
+221.6%
-109.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.8% |
| 7D | +2.5% | -5.1% | +7.6% | +4.2% |
| 30D | +7.0% | +8.7% | -1.7% | +4.0% |
| 3M | -1.8% | -5.4% | +3.6% | -0.6% |
| 6M | +18.4% | +41.6% | -23.2% | +3.9% |
| YTD | -5.6% | +18.7% | -24.3% | -13.4% |
| 1Y | +3.9% | +16.4% | -12.6% | -4.2% |
| 3Y | +126.3% | +22.0% | +104.3% | +98.7% |
| 5Y | +91.1% | +141.2% | -50.1% | +22.8% |
| All | +112.4% | +221.6% | -109.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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