+1,593.1%
T vs WFC
+8,288.6%
-6,695.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -1.7% | +2.9% | -4.6% | -2.5% |
| 3M | -7.3% | -1.4% | -5.9% | -7.2% |
| 6M | -11.2% | +14.3% | -25.5% | -14.4% |
| YTD | -8.1% | -6.2% | -1.8% | -7.4% |
| 1Y | -8.0% | +1.6% | -9.6% | -9.3% |
| 3Y | +62.1% | +126.9% | -64.8% | +27.7% |
| 5Y | +55.7% | +94.0% | -38.3% | +25.3% |
| 10Y | +54.1% | +134.0% | -79.9% | +12.9% |
| All | +1,593.1% | +8,288.6% | -6,695.6% | +357.5% |
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