+118.2%
WFC vs EXPE
+112.4%
+5.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | +0.9% | -11.2% | +12.1% | +4.2% |
| 30D | +3.3% | -7.5% | +10.7% | +5.0% |
| 3M | -1.4% | -19.1% | +17.6% | +4.1% |
| 6M | +14.7% | +10.7% | +4.0% | +8.7% |
| YTD | -5.9% | -9.9% | +4.0% | -6.5% |
| 1Y | +1.8% | -4.6% | +6.5% | -1.0% |
| 3Y | +124.9% | +116.8% | +8.1% | +56.1% |
| 5Y | +92.7% | +38.6% | +54.2% | +48.3% |
| 10Y | +118.2% | +115.9% | +2.4% | +11.9% |
| All | +118.2% | +112.4% | +5.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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