+62.8%
META vs WFC
+129.3%
-66.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +6.7% | +3.8% | +2.9% | +5.0% |
| 30D | +4.8% | +1.5% | +3.3% | +4.0% |
| 3M | -1.6% | +10.9% | -12.5% | -6.1% |
| 6M | -7.5% | +8.4% | -15.9% | -11.3% |
| YTD | -6.4% | -1.9% | -4.5% | -6.2% |
| 1Y | -17.3% | +12.3% | -29.7% | -22.4% |
| 3Y | +109.9% | +132.3% | -22.4% | +35.0% |
| All | +62.8% | +129.3% | -66.5% | +8.4% |
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