+85.7%
WFC vs COMP
-17.6%
+103.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.8% | -2.1% |
| 7D | +0.6% | +13.4% | -12.8% | -0.7% |
| 30D | +4.6% | +11.1% | -6.5% | +3.3% |
| 3M | -3.6% | -18.8% | +15.2% | -2.0% |
| 6M | +5.6% | +10.5% | -4.9% | +3.7% |
| YTD | -8.5% | -3.4% | -5.0% | -9.7% |
| 1Y | -0.3% | +19.7% | -20.0% | -3.9% |
| 3Y | +116.4% | +381.6% | -265.2% | +75.1% |
| All | +85.7% | -17.6% | +103.3% | +69.4% |
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