+412.8%
WFC vs WBD
+291.3%
+121.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +0.8% | +5.0% | -4.2% | -0.9% |
| 3M | +9.3% | +6.2% | +3.0% | +6.8% |
| 6M | +10.6% | +0.6% | +10.0% | +10.2% |
| YTD | -4.1% | -2.4% | -1.6% | -3.5% |
| 1Y | +13.6% | +127.7% | -114.1% | -17.9% |
| 3Y | +130.7% | +148.4% | -17.7% | +46.0% |
| 5Y | +126.7% | +4.2% | +122.5% | +82.8% |
| 10Y | +132.1% | +10.8% | +121.3% | +49.1% |
| All | +412.8% | +291.3% | +121.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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