+138.0%
GOOGL vs WFC
+126.6%
+11.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -4.4% | +0.8% | -5.3% | -4.7% |
| 3M | -6.8% | +9.3% | -16.1% | -9.6% |
| 6M | +13.6% | +10.6% | +2.9% | +9.4% |
| YTD | +8.3% | -4.1% | +12.4% | +9.0% |
| 1Y | +44.9% | +13.6% | +31.4% | +37.5% |
| 3Y | +150.5% | +130.7% | +19.7% | +78.7% |
| All | +138.0% | +126.6% | +11.4% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling