+112.4%
WFC vs EXEL
+320.7%
-208.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +7.0% | +13.1% | -6.1% | +4.9% |
| 3M | -1.8% | +36.3% | -38.1% | -6.5% |
| 6M | +18.4% | +34.5% | -16.1% | +12.6% |
| YTD | -5.6% | +57.4% | -63.0% | -12.9% |
| 1Y | +3.9% | +62.9% | -59.0% | -4.7% |
| 3Y | +126.3% | +229.5% | -103.2% | +80.6% |
| 5Y | +91.1% | +281.2% | -190.1% | +46.7% |
| All | +112.4% | +320.7% | -208.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling