+1,163.5%
C vs WFC
+8,676.2%
-7,512.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | +3.6% | +3.8% | -0.2% | +0.5% |
| 30D | +0.1% | +1.5% | -1.4% | -1.2% |
| 3M | +2.4% | +10.9% | -8.4% | -5.9% |
| 6M | +24.9% | +8.4% | +16.5% | +16.3% |
| YTD | +19.8% | -1.9% | +21.7% | +21.0% |
| 1Y | +44.9% | +12.3% | +32.5% | +30.8% |
| 3Y | +263.0% | +132.3% | +130.7% | +77.6% |
| 5Y | +129.5% | +130.1% | -0.5% | +9.3% |
| 10Y | +291.6% | +134.4% | +157.2% | +78.7% |
| All | +1,163.5% | +8,676.2% | -7,512.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling