+6.5%
GOOGL vs WFC
+2.1%
+4.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +3.9% | +2.5% | +1.3% | +3.5% |
| 30D | -14.9% | +7.0% | -21.9% | -15.7% |
| 3M | -14.6% | -1.8% | -12.8% | -14.4% |
| 6M | -26.4% | +18.4% | -44.8% | -28.4% |
| YTD | -5.3% | -5.6% | +0.3% | -5.7% |
| 1Y | +6.5% | +3.9% | +2.6% | +4.2% |
| All | +6.5% | +2.1% | +4.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling