+421.2%
GLW vs WFC
+137.6%
+283.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | +3.8% | +3.8% | 0.0% | +2.3% |
| 30D | -1.3% | +1.5% | -2.8% | -1.9% |
| 3M | -21.8% | +10.9% | -32.7% | -25.2% |
| 6M | +6.9% | +8.4% | -1.5% | +3.1% |
| YTD | +77.2% | -1.9% | +79.0% | +77.5% |
| 1Y | +123.2% | +12.3% | +110.9% | +110.9% |
| All | +421.2% | +137.6% | +283.7% | +252.2% |
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 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