+13,507.3%
GOOGL vs WFC
+468.1%
+13,039.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.3% | +3.8% | -6.1% | -3.3% |
| 30D | -6.6% | +1.5% | -8.0% | -7.0% |
| 3M | -8.9% | +10.9% | -19.8% | -11.7% |
| 6M | +11.9% | +8.4% | +3.4% | +8.9% |
| YTD | +8.3% | -1.9% | +10.2% | +8.2% |
| 1Y | +46.2% | +12.3% | +33.9% | +40.3% |
| 3Y | +151.9% | +132.3% | +19.5% | +93.8% |
| 5Y | +137.7% | +130.1% | +7.6% | +81.1% |
| 10Y | +757.6% | +134.4% | +623.2% | +515.1% |
| All | +13,507.3% | +468.1% | +13,039.2% | +7,386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling