+158.1%
WFC vs COMP
-47.7%
+205.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | +8.4% | +17.2% | -8.7% | +5.5% |
| YTD | -1.9% | +5.2% | -7.1% | -3.8% |
| 1Y | +12.3% | +18.9% | -6.6% | +8.4% |
| 3Y | +132.3% | +215.9% | -83.6% | +96.3% |
| 5Y | +130.1% | -31.2% | +161.3% | +109.5% |
| All | +158.1% | -47.7% | +205.8% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling