+117.9%
WFC vs A
+308.8%
-190.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +3.6% | +3.3% | +0.3% | +2.1% |
| 3M | -1.3% | +18.5% | -19.9% | -8.8% |
| 6M | +18.0% | +59.3% | -41.3% | -5.3% |
| YTD | -5.9% | +31.0% | -36.9% | -18.0% |
| 1Y | +1.8% | +19.3% | -17.5% | -7.5% |
| 3Y | +125.0% | +66.8% | +58.2% | +66.6% |
| 5Y | +92.0% | +15.5% | +76.5% | +66.6% |
| 10Y | +117.9% | +312.3% | -194.4% | +2.2% |
| All | +117.9% | +308.8% | -190.9% | +2.2% |
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