+1.8%
WFC vs EXPE
-2.5%
+4.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.9% | -11.2% | +12.1% | +2.6% |
| 30D | +3.3% | -7.5% | +10.7% | +4.3% |
| 3M | -1.4% | -19.1% | +17.6% | +1.3% |
| 6M | +14.7% | +10.7% | +4.0% | +12.4% |
| YTD | -5.9% | -9.9% | +4.0% | -4.6% |
| 1Y | +1.8% | -4.6% | +6.5% | +1.7% |
| All | +1.8% | -2.5% | +4.4% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling