+208.1%
WFC vs EXE
+191.4%
+16.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | +3.8% | -0.3% | +4.0% | +3.8% |
| 30D | +1.5% | +8.5% | -7.0% | -0.5% |
| 3M | +10.9% | +5.5% | +5.4% | +9.1% |
| 6M | +8.4% | -5.9% | +14.3% | +9.5% |
| YTD | -1.9% | -9.7% | +7.8% | -0.3% |
| 1Y | +12.3% | +3.6% | +8.8% | +9.5% |
| 3Y | +132.3% | +18.0% | +114.3% | +115.6% |
| 5Y | +130.1% | +109.4% | +20.6% | +77.8% |
| All | +208.1% | +191.4% | +16.7% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling