+992.6%
WDC vs WFC
+125.2%
+867.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.4% | +3.3% |
| 7D | +6.0% | +1.1% | +4.9% | +5.4% |
| 30D | +9.9% | +0.8% | +9.1% | +9.3% |
| 3M | -9.4% | +9.3% | -18.7% | -13.9% |
| 6M | +94.7% | +10.6% | +84.1% | +82.4% |
| YTD | +177.4% | -4.1% | +181.4% | +180.9% |
| 1Y | +412.6% | +13.6% | +399.0% | +368.5% |
| 3Y | +1,359.8% | +130.7% | +1,229.0% | +778.3% |
| 5Y | +992.6% | +126.7% | +865.8% | +604.6% |
| All | +992.6% | +125.2% | +867.4% | +604.6% |
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