+3,388.7%
GLW vs WFC
+8,288.6%
-4,899.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.8% | +7.4% | +8.6% |
| 7D | -5.9% | +0.1% | -6.0% | -5.8% |
| 30D | -26.0% | +2.9% | -28.9% | -26.8% |
| 3M | -29.9% | -1.4% | -28.4% | -29.6% |
| 6M | -37.8% | +14.3% | -52.1% | -41.3% |
| YTD | +33.1% | -6.2% | +39.3% | +35.1% |
| 1Y | +36.8% | +1.6% | +35.2% | +34.8% |
| 3Y | +356.1% | +126.9% | +229.2% | +226.9% |
| 5Y | +243.8% | +94.0% | +149.9% | +157.0% |
| 10Y | +542.4% | +134.0% | +408.4% | +330.9% |
| All | +3,388.7% | +8,288.6% | -4,899.9% | +501.6% |
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 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