+692.8%
GOOGL vs WFC
+117.8%
+575.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.9% | +2.5% | +1.3% | +3.0% |
| 30D | -14.9% | +7.0% | -21.9% | -16.8% |
| 3M | -14.6% | -1.8% | -12.8% | -14.3% |
| 6M | -26.4% | +18.4% | -44.8% | -30.7% |
| YTD | -5.3% | -5.6% | +0.3% | -4.6% |
| 1Y | +6.5% | +3.9% | +2.6% | +3.9% |
| 3Y | +126.0% | +126.3% | -0.3% | +65.9% |
| 5Y | +100.8% | +91.1% | +9.7% | +53.3% |
| All | +692.8% | +117.8% | +575.0% | +488.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling