+128.3%
WFC vs EXE
+100.7%
+27.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +0.4% | -2.7% | +3.2% | +1.1% |
| 30D | +2.5% | -0.4% | +2.8% | +2.5% |
| 3M | +10.0% | +9.5% | +0.5% | +7.4% |
| 6M | +15.1% | -9.3% | +24.4% | +17.2% |
| YTD | -2.2% | -10.9% | +8.7% | -0.4% |
| 1Y | +13.5% | +4.3% | +9.2% | +10.5% |
| 3Y | +135.2% | +18.8% | +116.4% | +118.6% |
| 5Y | +128.3% | +101.4% | +26.9% | +88.9% |
| All | +128.3% | +100.7% | +27.6% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling