+40.6%
GLW vs WFC
+2.7%
+37.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.1% | -6.5% |
| 7D | -9.5% | +4.5% | -14.0% | -10.7% |
| 30D | -25.5% | +7.4% | -32.8% | -27.2% |
| 3M | -25.6% | -0.5% | -25.1% | -25.3% |
| 6M | -25.5% | +11.7% | -37.2% | -28.7% |
| YTD | +36.4% | -4.6% | +41.0% | +40.3% |
| 1Y | +40.6% | +2.5% | +38.1% | +34.2% |
| All | +40.6% | +2.7% | +37.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling