+78.0%
V vs WFC
+126.5%
-48.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | +9.0% | +7.0% | +2.0% | +7.1% |
| 3M | +16.7% | -1.8% | +18.5% | +17.1% |
| 6M | +33.4% | +18.4% | +15.0% | +27.3% |
| YTD | +22.4% | -5.6% | +27.9% | +23.5% |
| 1Y | +27.7% | +3.9% | +23.8% | +25.6% |
| 3Y | +78.0% | +126.3% | -48.3% | +52.7% |
| All | +78.0% | +126.5% | -48.5% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling