+44.5%
GOOG vs WFC
+13.8%
+30.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.2% | +3.8% | -6.0% | -2.9% |
| 30D | -6.9% | +1.5% | -8.4% | -7.2% |
| 3M | -9.1% | +10.9% | -20.0% | -10.8% |
| 6M | +10.6% | +8.4% | +2.2% | +8.5% |
| YTD | +7.0% | -1.9% | +8.9% | +6.9% |
| 1Y | +44.5% | +12.3% | +32.2% | +38.9% |
| All | +44.5% | +13.8% | +30.7% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling