+128.3%
WFC vs GDDY
+390.3%
-262.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.6% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +1.5% | +6.8% | -5.3% | -0.2% |
| 3M | +10.2% | +30.5% | -20.3% | +2.4% |
| 6M | +18.8% | +13.3% | +5.5% | +13.3% |
| YTD | -1.5% | -21.0% | +19.4% | +1.6% |
| 1Y | +13.5% | -34.0% | +47.5% | +22.2% |
| 3Y | +135.0% | +33.1% | +101.9% | +109.9% |
| 5Y | +130.1% | +30.3% | +99.7% | +103.2% |
| 10Y | +144.1% | +205.5% | -61.5% | +82.5% |
| All | +128.3% | +390.3% | -262.1% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling