+1,604.0%
T vs WFC
+8,315.1%
-6,711.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | -1.1% | +3.3% | -4.3% | -1.9% |
| 3M | -7.7% | -1.4% | -6.3% | -7.6% |
| 6M | -10.6% | +14.7% | -25.3% | -13.9% |
| YTD | -7.5% | -5.9% | -1.5% | -6.9% |
| 1Y | -7.4% | +1.8% | -9.3% | -8.8% |
| 3Y | +63.1% | +124.9% | -61.8% | +28.7% |
| 5Y | +55.2% | +92.7% | -37.6% | +25.1% |
| 10Y | +58.8% | +118.2% | -59.4% | +18.3% |
| All | +1,604.0% | +8,315.1% | -6,711.2% | +360.0% |
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