+147.5%
WFC vs COMP
-52.8%
+200.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +1.7% | +8.9% | -7.2% | +0.8% |
| 30D | +6.8% | +14.0% | -7.1% | +5.2% |
| 3M | -3.0% | -21.1% | +18.1% | -1.1% |
| 6M | +15.4% | +20.1% | -4.7% | +12.4% |
| YTD | -5.9% | -5.0% | -0.9% | -7.1% |
| 1Y | +1.7% | +5.7% | -4.0% | -0.7% |
| 3Y | +124.9% | +412.2% | -287.3% | +81.5% |
| 5Y | +90.5% | -12.1% | +102.6% | +70.9% |
| All | +147.5% | -52.8% | +200.2% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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