+149.5%
GOOGL vs WFC
+128.6%
+20.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -4.4% | +0.8% | -5.3% | -4.6% |
| 3M | -6.8% | +9.3% | -16.1% | -8.8% |
| 6M | +13.6% | +10.6% | +2.9% | +10.6% |
| YTD | +8.3% | -4.1% | +12.4% | +8.8% |
| 1Y | +44.9% | +13.6% | +31.4% | +39.5% |
| All | +149.5% | +128.6% | +20.9% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling