+144.8%
IBM vs WFC
+117.1%
+27.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | +6.8% | +6.8% | -0.1% | +4.1% |
| 3M | +4.4% | -3.0% | +7.4% | +5.4% |
| 6M | +13.2% | +15.4% | -2.2% | +7.5% |
| YTD | -15.1% | -5.9% | -9.2% | -13.5% |
| 1Y | -20.2% | +1.7% | -21.8% | -20.9% |
| 3Y | +79.3% | +124.9% | -45.6% | +28.7% |
| 5Y | +147.5% | +90.5% | +57.0% | +83.6% |
| All | +144.8% | +117.1% | +27.7% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling