+140.7%
GOOG vs WFC
+133.1%
+7.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -7.7% | +2.5% | -10.1% | -8.2% |
| 3M | -9.3% | +10.0% | -19.3% | -11.3% |
| 6M | +7.4% | +15.1% | -7.6% | +3.7% |
| YTD | +4.9% | -2.2% | +7.1% | +4.9% |
| 1Y | +37.2% | +13.5% | +23.8% | +32.1% |
| All | +140.7% | +133.1% | +7.6% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling