+113.6%
C vs WFC
+90.3%
+23.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | +4.2% | +2.5% | +1.7% | +2.3% |
| 30D | +2.0% | +7.0% | -5.0% | -2.9% |
| 3M | -10.1% | -1.8% | -8.4% | -9.0% |
| 6M | +1.0% | +18.4% | -17.4% | -10.8% |
| YTD | +8.5% | -5.6% | +14.1% | +12.7% |
| 1Y | +25.7% | +3.9% | +21.9% | +21.9% |
| 3Y | +216.0% | +126.3% | +89.7% | +73.5% |
| All | +113.6% | +90.3% | +23.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling