+132.1%
WFC vs EXC
+154.0%
-21.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | +1.1% | +1.2% | -0.2% | +0.5% |
| 30D | +0.8% | -2.7% | +3.5% | +2.0% |
| 3M | +9.3% | -1.0% | +10.2% | +9.3% |
| 6M | +10.6% | -9.3% | +19.9% | +15.0% |
| YTD | -4.1% | +3.6% | -7.7% | -7.0% |
| 1Y | +13.6% | +5.9% | +7.7% | +8.6% |
| 3Y | +130.7% | +21.3% | +109.4% | +100.1% |
| 5Y | +126.7% | +46.2% | +80.6% | +70.8% |
| 10Y | +132.1% | +151.5% | -19.3% | +55.4% |
| All | +132.1% | +154.0% | -21.9% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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