+836.7%
WFC vs EXEL
+273.2%
+563.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +8.4% | -4.6% | +2.6% |
| 30D | +1.5% | +4.1% | -2.6% | +0.8% |
| 3M | +10.9% | +12.4% | -1.6% | +8.8% |
| 6M | +8.4% | +41.5% | -33.1% | +2.6% |
| YTD | -1.9% | +34.6% | -36.5% | -6.7% |
| 1Y | +12.3% | +57.9% | -45.5% | +4.0% |
| 3Y | +132.3% | +159.5% | -27.2% | +96.6% |
| 5Y | +130.1% | +198.5% | -68.4% | +88.4% |
| 10Y | +134.4% | +411.4% | -277.0% | +64.7% |
| All | +836.7% | +273.2% | +563.5% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling