+2,534.9%
IBM vs WFC
+8,315.1%
-5,780.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +8.4% | +3.3% | +5.2% | +7.4% |
| 3M | +4.2% | -1.4% | +5.6% | +4.4% |
| 6M | +7.9% | +14.7% | -6.8% | +4.1% |
| YTD | -15.2% | -5.9% | -9.3% | -14.0% |
| 1Y | -18.7% | +1.8% | -20.6% | -19.2% |
| 3Y | +79.2% | +124.9% | -45.7% | +42.6% |
| 5Y | +144.7% | +92.7% | +52.0% | +98.8% |
| 10Y | +141.6% | +118.2% | +23.4% | +82.4% |
| All | +2,534.9% | +8,315.1% | -5,780.3% | +619.6% |
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