+132.1%
WFC vs ALL
+355.7%
-223.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -0.8% |
| 7D | +1.1% | -1.7% | +2.8% | +2.1% |
| 30D | +0.8% | -4.7% | +5.5% | +3.7% |
| 3M | +9.3% | +18.4% | -9.1% | -3.0% |
| 6M | +10.6% | +20.5% | -9.9% | -3.4% |
| YTD | -4.1% | +23.5% | -27.6% | -18.2% |
| 1Y | +13.6% | +29.0% | -15.4% | -6.3% |
| 3Y | +130.7% | +153.7% | -23.0% | +12.0% |
| 5Y | +126.7% | +114.8% | +11.9% | +19.3% |
| 10Y | +132.1% | +356.1% | -224.0% | -34.5% |
| All | +132.1% | +355.7% | -223.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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