+131.9%
WFC vs A
-11.9%
+143.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.4% |
| 30D | +1.5% | +6.9% | -5.4% | -0.8% |
| 3M | +10.9% | +9.2% | +1.6% | +7.4% |
| 6M | +8.4% | +25.7% | -17.3% | -0.3% |
| YTD | -1.9% | +11.5% | -13.4% | -6.2% |
| 1Y | +12.3% | +18.4% | -6.0% | +4.6% |
| 3Y | +132.3% | +26.6% | +105.7% | +104.6% |
| All | +131.9% | -11.9% | +143.8% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling