+132.9%
WFC vs COMP
+215.9%
-83.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +1.5% | -13.3% | +14.8% | +2.8% |
| 3M | +10.9% | +41.1% | -30.3% | +6.7% |
| 6M | +8.4% | +17.2% | -8.7% | +5.5% |
| YTD | -1.9% | +5.2% | -7.1% | -3.7% |
| 1Y | +12.3% | +18.9% | -6.6% | +8.3% |
| All | +132.9% | +215.9% | -83.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling