+142.4%
WFC vs A
+236.6%
-94.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.5% |
| 7D | +0.4% | -4.4% | +4.8% | +2.4% |
| 30D | +2.5% | -2.7% | +5.1% | +3.3% |
| 3M | +10.0% | +7.0% | +2.9% | +6.1% |
| 6M | +15.1% | +24.6% | -9.6% | +2.7% |
| YTD | -2.2% | +7.0% | -9.2% | -6.8% |
| 1Y | +13.5% | +15.6% | -2.1% | +3.5% |
| 3Y | +135.2% | +29.9% | +105.3% | +94.7% |
| 5Y | +128.3% | -15.4% | +143.7% | +130.4% |
| 10Y | +142.4% | +248.9% | -106.5% | +16.7% |
| All | +142.4% | +236.6% | -94.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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