+8,272.6%
WFC vs EXC
+2,464.5%
+5,808.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +3.6% | +8.3% | -4.7% | +0.1% |
| 3M | -1.3% | +2.6% | -3.9% | -2.5% |
| 6M | +18.0% | +5.2% | +12.8% | +14.9% |
| YTD | -5.9% | +7.5% | -13.4% | -9.9% |
| 1Y | +1.8% | +3.2% | -1.4% | -0.9% |
| 3Y | +125.0% | +29.5% | +95.5% | +94.0% |
| 5Y | +92.0% | +39.7% | +52.3% | +57.5% |
| 10Y | +117.9% | +200.1% | -82.2% | +27.3% |
| All | +8,272.6% | +2,464.5% | +5,808.1% | +2,094.2% |
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