+565.8%
PLTR vs WFC
+125.2%
+440.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.9% |
| 7D | -5.3% | +1.1% | -6.4% | -6.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.9% |
| 3M | +24.8% | +9.3% | +15.5% | +17.0% |
| 6M | +8.4% | +10.6% | -2.3% | -0.6% |
| YTD | -4.2% | -4.1% | -0.1% | -3.5% |
| 1Y | +9.1% | +13.6% | -4.5% | -2.8% |
| 3Y | +1,025.6% | +130.7% | +894.8% | +523.0% |
| 5Y | +565.8% | +126.7% | +439.0% | +265.9% |
| All | +565.8% | +125.2% | +440.6% | +265.9% |
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