+126.7%
WFC vs EXEL
+195.7%
-69.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.9% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | +0.8% | +6.7% | -5.8% | -0.1% |
| 3M | +9.3% | +11.5% | -2.2% | +7.5% |
| 6M | +10.6% | +38.8% | -28.2% | +5.0% |
| YTD | -4.1% | +31.6% | -35.6% | -8.4% |
| 1Y | +13.6% | +53.0% | -39.4% | +5.4% |
| 3Y | +130.7% | +160.8% | -30.1% | +91.3% |
| 5Y | +126.7% | +190.1% | -63.4% | +77.1% |
| All | +126.7% | +195.7% | -69.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling