+117.9%
WFC vs GD
+174.7%
-56.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | +3.6% | +9.5% | -5.9% | -2.9% |
| 3M | -1.3% | -5.8% | +4.5% | +2.6% |
| 6M | +18.0% | +7.7% | +10.2% | +11.1% |
| YTD | -5.9% | +11.1% | -16.9% | -14.3% |
| 1Y | +1.8% | +6.1% | -4.3% | -4.2% |
| 3Y | +125.0% | +59.8% | +65.2% | +52.0% |
| 5Y | +92.0% | +104.6% | -12.7% | +2.8% |
| 10Y | +117.9% | +170.6% | -52.6% | -8.2% |
| All | +117.9% | +174.7% | -56.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling