+673.6%
WFC vs A
+457.0%
+216.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | +1.5% | +6.9% | -5.4% | -0.6% |
| 3M | +10.9% | +9.2% | +1.6% | +7.8% |
| 6M | +8.4% | +25.7% | -17.3% | +0.8% |
| YTD | -1.9% | +11.5% | -13.4% | -5.9% |
| 1Y | +12.3% | +18.4% | -6.0% | +5.5% |
| 3Y | +132.3% | +26.6% | +105.7% | +111.1% |
| 5Y | +130.1% | -12.8% | +142.9% | +128.6% |
| 10Y | +134.4% | +247.2% | -112.8% | +61.5% |
| All | +673.6% | +457.0% | +216.5% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling