+111.7%
WFC vs A
+300.7%
-189.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +6.8% | +0.8% | +6.0% | +6.3% |
| 3M | -3.0% | +16.9% | -19.9% | -9.8% |
| 6M | +15.4% | +53.8% | -38.4% | -6.0% |
| YTD | -5.9% | +28.1% | -34.0% | -17.3% |
| 1Y | +1.7% | +15.0% | -13.4% | -6.2% |
| 3Y | +124.9% | +63.1% | +61.8% | +67.9% |
| 5Y | +90.5% | +11.5% | +79.0% | +68.1% |
| All | +111.7% | +300.7% | -189.0% | -2.4% |
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