+39.7%
GOOG vs WFC
+15.0%
+24.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | 0.0% | +0.4% | -0.3% | 0.0% |
| 30D | -2.0% | +1.5% | -3.5% | -2.3% |
| 3M | -5.9% | +10.2% | -16.1% | -7.5% |
| 6M | +8.9% | +18.8% | -9.9% | +5.0% |
| YTD | +7.1% | -1.5% | +8.6% | +7.0% |
| 1Y | +39.7% | +13.5% | +26.1% | +33.4% |
| All | +39.7% | +15.0% | +24.6% | +33.4% |
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