+118.2%
WFC vs ALL
+372.0%
-253.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -1.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | +3.3% | +13.8% | -10.6% | -4.9% |
| 3M | -1.4% | -2.8% | +1.3% | -0.2% |
| 6M | +14.7% | +23.7% | -9.0% | -1.5% |
| YTD | -5.9% | +27.3% | -33.2% | -21.5% |
| 1Y | +1.8% | +30.5% | -28.7% | -16.5% |
| 3Y | +124.9% | +113.0% | +11.9% | +24.8% |
| 5Y | +92.7% | +157.6% | -64.8% | -12.2% |
| 10Y | +118.2% | +368.4% | -250.1% | -33.6% |
| All | +118.2% | +372.0% | -253.7% | -33.6% |
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