+129.3%
WFC vs ALL
+118.4%
+10.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | -1.5% | +3.0% | +1.9% |
| 3M | +10.9% | +23.6% | -12.8% | +0.6% |
| 6M | +8.4% | +22.3% | -13.9% | -1.3% |
| YTD | -1.9% | +26.5% | -28.4% | -12.4% |
| 1Y | +12.3% | +27.0% | -14.7% | -0.1% |
| 3Y | +132.3% | +149.6% | -17.3% | +43.4% |
| All | +129.3% | +118.4% | +10.9% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling