+265.0%
C vs WFC
+132.3%
+132.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | +3.6% | +3.8% | -0.2% | +0.8% |
| 30D | +0.1% | +1.5% | -1.4% | -1.1% |
| 3M | +2.4% | +10.9% | -8.4% | -5.2% |
| 6M | +24.9% | +8.4% | +16.5% | +17.0% |
| YTD | +19.8% | -1.9% | +21.7% | +21.1% |
| 1Y | +44.9% | +12.3% | +32.5% | +32.4% |
| All | +265.0% | +132.3% | +132.7% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling