+126.7%
WFC vs EXPE
+89.5%
+37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.9% | +5.6% | -0.3% |
| 7D | +1.1% | -9.8% | +10.8% | +3.6% |
| 30D | +0.8% | -11.5% | +12.3% | +3.7% |
| 3M | +9.3% | +21.7% | -12.4% | +3.1% |
| 6M | +10.6% | +10.4% | +0.3% | +6.5% |
| YTD | -4.1% | -2.5% | -1.5% | -5.4% |
| 1Y | +13.6% | +27.3% | -13.8% | +3.0% |
| 3Y | +130.7% | +153.5% | -22.8% | +65.5% |
| 5Y | +126.7% | +91.1% | +35.6% | +69.2% |
| All | +126.7% | +89.5% | +37.2% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling