+13.5%
WFC vs EXE
+4.5%
+9.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +0.4% | -2.7% | +3.2% | +0.5% |
| 30D | +2.5% | -0.4% | +2.8% | +2.4% |
| 3M | +10.0% | +9.5% | +0.5% | +9.7% |
| 6M | +15.1% | -9.3% | +24.4% | +15.7% |
| YTD | -2.2% | -10.9% | +8.7% | -1.2% |
| 1Y | +13.5% | +4.3% | +9.2% | +17.9% |
| All | +13.5% | +4.5% | +9.0% | +17.9% |
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