+117.7%
WFC vs ALL
+105.5%
+12.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +0.7% |
| 7D | +1.2% | -1.9% | +3.2% | +1.8% |
| 30D | +5.2% | +13.8% | -8.6% | +1.7% |
| 3M | -3.0% | -7.0% | +3.9% | -1.5% |
| 6M | +6.2% | +18.0% | -11.8% | +0.6% |
| YTD | -7.9% | +24.2% | -32.1% | -14.5% |
| 1Y | +0.3% | +31.2% | -30.9% | -8.6% |
| 3Y | +117.7% | +107.5% | +10.2% | +87.1% |
| All | +117.7% | +105.5% | +12.2% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling