+1,329.2%
WDC vs WFC
+139.2%
+1,190.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.5% |
| 7D | +1.7% | +3.8% | -2.0% | +0.1% |
| 30D | -10.0% | +1.5% | -11.4% | -10.5% |
| 3M | -18.8% | +10.9% | -29.6% | -22.6% |
| 6M | +79.0% | +8.4% | +70.6% | +71.5% |
| YTD | +171.6% | -1.9% | +173.4% | +173.0% |
| 1Y | +417.4% | +12.3% | +405.0% | +383.4% |
| All | +1,329.2% | +139.2% | +1,190.0% | +985.0% |
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