+3,478.5%
WFC vs ALL
+3,667.9%
-189.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | +1.5% | -1.5% | +3.0% | +2.1% |
| 3M | +10.9% | +23.6% | -12.8% | -4.0% |
| 6M | +8.4% | +22.3% | -13.9% | -5.8% |
| YTD | -1.9% | +26.5% | -28.4% | -17.1% |
| 1Y | +12.3% | +27.0% | -14.7% | -5.8% |
| 3Y | +132.3% | +149.6% | -17.3% | +22.7% |
| 5Y | +130.1% | +118.1% | +12.0% | +28.6% |
| 10Y | +134.4% | +369.0% | -234.6% | -18.5% |
| All | +3,478.5% | +3,667.9% | -189.3% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling