+13,447.0%
GOOG vs WFC
+455.4%
+12,991.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -5.1% | +0.8% | -5.9% | -5.3% |
| 3M | -7.1% | +9.3% | -16.4% | -9.5% |
| 6M | +12.7% | +10.6% | +2.0% | +9.0% |
| YTD | +7.1% | -4.1% | +11.2% | +7.6% |
| 1Y | +43.6% | +13.6% | +30.0% | +37.4% |
| 3Y | +146.8% | +130.7% | +16.0% | +90.1% |
| 5Y | +133.7% | +126.7% | +6.9% | +78.7% |
| 10Y | +773.3% | +132.1% | +641.2% | +528.1% |
| All | +13,447.0% | +455.4% | +12,991.6% | +7,399.0% |
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