+286.5%
C vs WFC
+132.6%
+154.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +1.1% |
| 7D | +3.2% | +1.1% | +2.1% | +2.2% |
| 30D | +1.3% | +0.8% | +0.5% | +0.5% |
| 3M | +3.1% | +9.3% | -6.2% | -4.1% |
| 6M | +29.6% | +10.6% | +19.0% | +18.7% |
| YTD | +19.0% | -4.1% | +23.0% | +22.4% |
| 1Y | +45.6% | +13.6% | +32.1% | +30.5% |
| 3Y | +269.3% | +130.7% | +138.5% | +81.7% |
| 5Y | +131.6% | +126.7% | +4.8% | +10.7% |
| 10Y | +286.5% | +132.1% | +154.4% | +72.3% |
| All | +286.5% | +132.6% | +154.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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