+8,627.7%
WFC vs EXC
+2,353.7%
+6,274.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +1.5% | -3.7% | +5.2% | +3.1% |
| 3M | +10.9% | -1.3% | +12.2% | +11.1% |
| 6M | +8.4% | -9.7% | +18.1% | +12.6% |
| YTD | -1.9% | +2.9% | -4.8% | -4.2% |
| 1Y | +12.3% | +4.4% | +8.0% | +8.8% |
| 3Y | +132.3% | +22.2% | +110.1% | +105.5% |
| 5Y | +130.1% | +46.7% | +83.4% | +84.4% |
| 10Y | +134.4% | +155.3% | -21.0% | +45.8% |
| All | +8,627.7% | +2,353.7% | +6,274.0% | +2,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling