+117.9%
WFC vs EXEL
+354.7%
-236.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | +3.6% | +18.2% | -14.6% | +0.9% |
| 3M | -1.3% | +37.7% | -39.0% | -6.3% |
| 6M | +18.0% | +42.2% | -24.3% | +11.2% |
| YTD | -5.9% | +61.3% | -67.2% | -13.5% |
| 1Y | +1.8% | +64.5% | -62.7% | -6.8% |
| 3Y | +125.0% | +236.7% | -111.7% | +78.9% |
| 5Y | +92.0% | +296.3% | -204.3% | +46.4% |
| 10Y | +117.9% | +331.1% | -213.2% | +62.5% |
| All | +117.9% | +354.7% | -236.8% | +62.5% |
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