+72.2%
V vs WFC
+129.3%
-57.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -1.7% | +3.8% | -5.5% | -3.0% |
| 30D | +2.0% | +1.5% | +0.5% | +1.4% |
| 3M | +17.4% | +10.9% | +6.5% | +13.0% |
| 6M | +17.5% | +8.4% | +9.1% | +13.7% |
| YTD | +7.6% | -1.9% | +9.5% | +7.5% |
| 1Y | +7.7% | +12.3% | -4.6% | +2.3% |
| 3Y | +54.7% | +132.3% | -77.7% | +8.2% |
| All | +72.2% | +129.3% | -57.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling