+8,242.3%
WFC vs EXC
+2,466.8%
+5,775.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | +2.9% | +9.3% | -6.4% | -1.0% |
| 3M | -1.4% | +1.0% | -2.5% | -2.0% |
| 6M | +14.3% | +5.9% | +8.4% | +11.0% |
| YTD | -6.2% | +7.6% | -13.8% | -10.2% |
| 1Y | +1.6% | +2.4% | -0.8% | -0.8% |
| 3Y | +126.9% | +30.2% | +96.7% | +95.2% |
| 5Y | +94.0% | +41.4% | +52.6% | +58.3% |
| 10Y | +134.0% | +183.8% | -49.7% | +39.6% |
| All | +8,242.3% | +2,466.8% | +5,775.6% | +2,085.4% |
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 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