+1,228.2%
WDC vs WFC
+143.5%
+1,084.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +4.4% | +0.3% | +4.1% | +4.2% |
| 30D | +5.3% | +2.3% | +3.0% | +3.8% |
| 3M | -5.9% | +9.8% | -15.7% | -11.3% |
| 6M | +73.2% | +15.6% | +57.7% | +57.1% |
| YTD | +167.8% | -2.4% | +170.3% | +168.1% |
| 1Y | +386.0% | +13.8% | +372.2% | +339.4% |
| 3Y | +1,309.7% | +134.6% | +1,175.1% | +701.7% |
| 5Y | +957.1% | +127.9% | +829.2% | +496.9% |
| All | +1,228.2% | +143.5% | +1,084.6% | +607.2% |
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