+376.8%
V vs WFC
+132.6%
+244.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -1.1% | +1.1% | -2.1% | -1.5% |
| 30D | +1.9% | +0.8% | +1.1% | +1.5% |
| 3M | +15.5% | +9.3% | +6.3% | +11.5% |
| 6M | +16.6% | +10.6% | +6.0% | +11.6% |
| YTD | +5.7% | -4.1% | +9.8% | +6.5% |
| 1Y | +8.6% | +13.6% | -5.0% | +2.3% |
| 3Y | +52.5% | +130.7% | -78.2% | +6.4% |
| 5Y | +67.1% | +126.7% | -59.6% | +15.0% |
| 10Y | +376.8% | +132.1% | +244.7% | +210.2% |
| All | +376.8% | +132.6% | +244.2% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling