+700.7%
GOOGL vs WFC
+117.1%
+583.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.7% | +1.7% | +4.0% | +5.1% |
| 30D | -15.6% | +6.8% | -22.4% | -17.4% |
| 3M | -13.0% | -3.0% | -10.0% | -12.4% |
| 6M | -22.8% | +15.4% | -38.2% | -26.7% |
| YTD | -4.4% | -5.9% | +1.5% | -3.5% |
| 1Y | +4.5% | +1.7% | +2.8% | +2.7% |
| 3Y | +127.4% | +124.9% | +2.5% | +67.2% |
| 5Y | +102.8% | +90.5% | +12.3% | +55.0% |
| All | +700.7% | +117.1% | +583.6% | +494.7% |
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