+86.8%
WFC vs EXPE
+43.3%
+43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.8% |
| 7D | +1.2% | -9.3% | +10.6% | +3.4% |
| 30D | +5.2% | +0.1% | +5.1% | +4.5% |
| 3M | -3.0% | -15.3% | +12.3% | +0.2% |
| 6M | +6.2% | +5.5% | +0.7% | +3.0% |
| YTD | -7.9% | -8.0% | +0.1% | -8.6% |
| 1Y | +0.3% | +18.9% | -18.6% | -8.1% |
| 3Y | +117.7% | +135.5% | -17.8% | +57.0% |
| All | +86.8% | +43.3% | +43.4% | +54.8% |
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