+611.3%
WFC vs IBB
+560.8%
+50.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.0% |
| 30D | +1.5% | +10.5% | -9.0% | -4.4% |
| 3M | +10.9% | +23.6% | -12.8% | -2.2% |
| 6M | +8.4% | +22.6% | -14.2% | -4.3% |
| YTD | -1.9% | +25.7% | -27.6% | -14.8% |
| 1Y | +12.3% | +51.4% | -39.0% | -12.4% |
| 3Y | +132.3% | +64.4% | +68.0% | +71.0% |
| 5Y | +130.1% | +22.1% | +107.9% | +97.0% |
| 10Y | +134.4% | +132.5% | +1.9% | +33.5% |
| All | +611.3% | +560.8% | +50.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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