+2.5%
WFC vs GDDY
-11.8%
+14.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.1% |
| 7D | +4.5% | +11.1% | -6.6% | +4.1% |
| 30D | +7.4% | +18.6% | -11.3% | +6.6% |
| 3M | -0.5% | +32.8% | -33.3% | -1.4% |
| 6M | +11.7% | +34.0% | -22.3% | +10.1% |
| YTD | -4.6% | -4.6% | 0.0% | -0.1% |
| 1Y | +2.5% | -12.5% | +15.0% | +11.7% |
| All | +2.5% | -11.8% | +14.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling