+142.2%
WFC vs COMP
-52.0%
+194.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -1.5% |
| 7D | +1.2% | +13.4% | -12.2% | -0.1% |
| 30D | +5.2% | +11.1% | -5.9% | +3.9% |
| 3M | -3.0% | -18.8% | +15.8% | -1.4% |
| 6M | +6.2% | +10.5% | -4.3% | +4.3% |
| YTD | -7.9% | -3.4% | -4.5% | -9.1% |
| 1Y | +0.3% | +19.7% | -19.4% | -3.3% |
| 3Y | +117.7% | +381.6% | -263.9% | +76.8% |
| 5Y | +88.4% | -17.6% | +106.0% | +69.7% |
| All | +142.2% | -52.0% | +194.2% | +130.6% |
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