+307.7%
GLW vs WFC
+115.4%
+192.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +1.2% | -15.2% | -14.2% |
| 30D | -35.0% | +5.2% | -40.2% | -36.3% |
| 3M | -32.4% | -3.0% | -29.3% | -31.6% |
| 6M | -41.3% | +6.2% | -47.6% | -43.1% |
| YTD | +21.8% | -7.9% | +29.8% | +25.1% |
| 1Y | +21.8% | +0.3% | +21.6% | +20.8% |
| 3Y | +307.7% | +117.7% | +189.9% | +172.6% |
| All | +307.7% | +115.4% | +192.3% | +172.6% |
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