+92.7%
WFC vs EXE
+66.0%
+26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | +3.3% | -0.3% | +3.6% | +3.2% |
| 3M | -1.4% | -9.3% | +7.9% | +0.6% |
| 6M | +14.7% | -7.2% | +21.9% | +16.1% |
| YTD | -5.9% | -18.9% | +13.0% | -2.1% |
| 1Y | +1.8% | -21.7% | +23.5% | +6.8% |
| 3Y | +124.9% | +21.0% | +103.9% | +106.0% |
| 5Y | +92.7% | +76.0% | +16.8% | +54.9% |
| All | +92.7% | +66.0% | +26.8% | +54.9% |
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