+124.0%
WFC vs ABNB
+7.1%
+116.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -1.2% |
| 7D | +1.1% | -4.4% | +5.4% | +2.2% |
| 30D | +0.8% | -2.0% | +2.8% | +1.2% |
| 3M | +9.3% | +29.8% | -20.6% | +1.3% |
| 6M | +10.6% | +31.0% | -20.4% | +2.1% |
| YTD | -4.1% | +28.6% | -32.7% | -11.2% |
| 1Y | +13.6% | +40.1% | -26.5% | +2.7% |
| 3Y | +130.7% | +19.7% | +111.0% | +111.5% |
| All | +124.0% | +7.1% | +116.9% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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