+3,093.2%
GLW vs WFC
+8,136.6%
-5,043.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +1.2% | -15.2% | -14.3% |
| 30D | -35.0% | +5.2% | -40.2% | -36.3% |
| 3M | -32.4% | -3.0% | -29.3% | -31.7% |
| 6M | -41.3% | +6.2% | -47.6% | -43.2% |
| YTD | +21.8% | -7.9% | +29.8% | +24.5% |
| 1Y | +21.8% | +0.3% | +21.6% | +20.6% |
| 3Y | +307.7% | +117.7% | +189.9% | +196.6% |
| 5Y | +213.7% | +88.4% | +125.3% | +137.0% |
| 10Y | +509.3% | +147.3% | +362.0% | +301.0% |
| All | +3,093.2% | +8,136.6% | -5,043.3% | +454.1% |
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