+1,833.6%
GS vs WFC
+738.8%
+1,094.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.3% | +2.2% |
| 7D | +0.3% | +4.5% | -4.2% | -2.3% |
| 30D | +3.9% | +7.4% | -3.5% | -0.5% |
| 3M | -11.4% | -0.5% | -10.9% | -11.4% |
| 6M | +3.7% | +11.7% | -8.0% | -3.6% |
| YTD | +7.1% | -4.6% | +11.8% | +9.2% |
| 1Y | +19.7% | +2.5% | +17.1% | +16.8% |
| 3Y | +202.8% | +123.9% | +78.9% | +84.6% |
| 5Y | +156.7% | +94.3% | +62.4% | +66.6% |
| 10Y | +548.7% | +156.0% | +392.7% | +243.2% |
| All | +1,833.6% | +738.8% | +1,094.7% | +328.7% |
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 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