+142.4%
WFC vs EXEL
+378.5%
-236.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +2.5% | +10.1% | -7.7% | +0.9% |
| 3M | +10.0% | +10.1% | -0.1% | +8.2% |
| 6M | +15.1% | +37.7% | -22.6% | +8.9% |
| YTD | -2.2% | +33.1% | -35.3% | -7.1% |
| 1Y | +13.5% | +52.4% | -38.9% | +5.0% |
| 3Y | +135.2% | +163.8% | -28.6% | +95.3% |
| 5Y | +128.3% | +198.5% | -70.2% | +83.0% |
| 10Y | +142.4% | +386.9% | -244.5% | +78.7% |
| All | +142.4% | +378.5% | -236.1% | +78.7% |
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