+2.5%
WFC vs EXE
-18.4%
+21.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.1% |
| 7D | +4.5% | -4.7% | +9.1% | +4.4% |
| 30D | +7.4% | +1.0% | +6.3% | +7.3% |
| 3M | -0.5% | -5.6% | +5.1% | -0.7% |
| 6M | +11.7% | -12.3% | +24.0% | +11.6% |
| YTD | -4.6% | -19.5% | +14.8% | -4.1% |
| 1Y | +2.5% | -18.9% | +21.4% | +1.4% |
| All | +2.5% | -18.4% | +21.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling