+342.1%
GLW vs WFC
+129.3%
+212.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | +3.8% | +3.8% | 0.0% | +2.1% |
| 30D | -1.3% | +1.5% | -2.8% | -2.0% |
| 3M | -21.8% | +10.9% | -32.7% | -25.5% |
| 6M | +6.9% | +8.4% | -1.5% | +2.7% |
| YTD | +77.2% | -1.9% | +79.0% | +77.2% |
| 1Y | +123.2% | +12.3% | +110.9% | +109.7% |
| 3Y | +400.0% | +132.3% | +267.7% | +233.7% |
| All | +342.1% | +129.3% | +212.8% | +197.2% |
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 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