+77.6%
V vs WFC
+115.4%
-37.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | +1.2% | +0.9% | +1.9% |
| 30D | +13.6% | +5.2% | +8.4% | +12.1% |
| 3M | +14.3% | -3.0% | +17.3% | +15.1% |
| 6M | +33.1% | +6.2% | +26.9% | +30.6% |
| YTD | +21.2% | -7.9% | +29.1% | +23.2% |
| 1Y | +26.4% | +0.3% | +26.2% | +25.5% |
| 3Y | +77.6% | +117.7% | -40.1% | +51.0% |
| All | +77.6% | +115.4% | -37.8% | +51.0% |
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 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