+139.3%
WFC vs EXPE
+182.4%
-43.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +3.8% | -9.5% | +13.3% | +5.9% |
| 30D | +1.5% | -6.6% | +8.1% | +2.8% |
| 3M | +10.9% | +31.4% | -20.5% | +4.0% |
| 6M | +8.4% | +35.2% | -26.8% | +0.4% |
| YTD | -1.9% | +5.8% | -7.7% | -4.4% |
| 1Y | +12.3% | +38.7% | -26.3% | +1.7% |
| All | +139.3% | +182.4% | -43.1% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling