+420.2%
WFC vs EXPE
+851.4%
-431.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +3.8% | -9.5% | +13.3% | +7.4% |
| 30D | +1.5% | -6.6% | +8.1% | +3.7% |
| 3M | +10.9% | +31.4% | -20.5% | -0.4% |
| 6M | +8.4% | +35.2% | -26.8% | -4.7% |
| YTD | -1.9% | +5.8% | -7.7% | -7.0% |
| 1Y | +12.3% | +38.7% | -26.3% | -4.7% |
| 3Y | +132.3% | +175.8% | -43.5% | +45.0% |
| 5Y | +130.1% | +111.8% | +18.2% | +48.2% |
| 10Y | +134.4% | +179.7% | -45.3% | +21.1% |
| All | +420.2% | +851.4% | -431.2% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling