+1,872.1%
T vs WFC
+8,676.2%
-6,804.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -1.3% | +3.8% | -5.1% | -2.2% |
| 30D | +11.4% | +1.5% | +9.9% | +10.9% |
| 3M | +14.3% | +10.9% | +3.4% | +11.3% |
| 6M | -9.3% | +8.4% | -17.7% | -11.4% |
| YTD | +7.1% | -1.9% | +9.0% | +6.8% |
| 1Y | -9.1% | +12.3% | -21.4% | -12.6% |
| 3Y | +105.3% | +132.3% | -27.0% | +60.9% |
| 5Y | +66.8% | +130.1% | -63.3% | +28.6% |
| 10Y | +66.8% | +134.4% | -67.6% | +22.1% |
| All | +1,872.1% | +8,676.2% | -6,804.1% | +427.8% |
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