+142.4%
WFC vs EXPE
+153.6%
-11.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.2% |
| 7D | +0.4% | -11.5% | +12.0% | +4.3% |
| 30D | +2.5% | -13.1% | +15.5% | +6.8% |
| 3M | +10.0% | +18.1% | -8.2% | +3.2% |
| 6M | +15.1% | +13.3% | +1.8% | +8.7% |
| YTD | -2.2% | -3.2% | +1.0% | -4.1% |
| 1Y | +13.5% | +26.1% | -12.7% | +0.6% |
| 3Y | +135.2% | +151.7% | -16.5% | +55.9% |
| 5Y | +128.3% | +88.3% | +40.0% | +57.3% |
| 10Y | +142.4% | +158.0% | -15.6% | +23.2% |
| All | +142.4% | +153.6% | -11.2% | +23.2% |
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