+90.7%
WFC vs COMP
-10.9%
+101.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +7.0% | +16.6% | -9.6% | +5.1% |
| 3M | -1.8% | -23.5% | +21.8% | +0.5% |
| 6M | +18.4% | +25.7% | -7.3% | +14.8% |
| YTD | -5.6% | -3.4% | -2.2% | -6.9% |
| 1Y | +3.9% | +7.6% | -3.7% | +1.2% |
| 3Y | +126.3% | +423.6% | -297.3% | +81.3% |
| All | +90.7% | -10.9% | +101.6% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling