+135.0%
GOOG vs WFC
+124.5%
+10.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -3.6% | +2.3% | -5.9% | -4.4% |
| 3M | -6.4% | +9.8% | -16.2% | -9.3% |
| 6M | +7.8% | +15.6% | -7.8% | +2.4% |
| YTD | +5.5% | -2.4% | +7.9% | +5.6% |
| 1Y | +38.3% | +13.8% | +24.5% | +31.0% |
| 3Y | +143.1% | +134.6% | +8.4% | +72.3% |
| 5Y | +135.0% | +127.9% | +7.1% | +65.3% |
| All | +135.0% | +124.5% | +10.5% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling