+146.7%
WFC vs COMP
-49.2%
+195.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.8% | +1.3% |
| 7D | +0.1% | +14.5% | -14.4% | -1.3% |
| 30D | +2.9% | +14.9% | -12.0% | +1.3% |
| 3M | -1.4% | -14.2% | +12.8% | -0.3% |
| 6M | +14.3% | +23.7% | -9.4% | +11.1% |
| YTD | -6.2% | +2.1% | -8.3% | -8.0% |
| 1Y | +1.6% | +26.2% | -24.6% | -2.5% |
| 3Y | +126.9% | +470.9% | -344.0% | +81.2% |
| 5Y | +94.0% | -14.0% | +108.0% | +74.0% |
| All | +146.7% | -49.2% | +195.9% | +133.6% |
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