+145.0%
WFC vs GILD
+163.6%
-18.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.4% | -4.8% | +5.2% | +1.8% |
| 30D | +1.5% | +5.8% | -4.2% | -0.3% |
| 3M | +10.2% | +14.9% | -4.7% | +5.3% |
| 6M | +18.8% | -0.4% | +19.1% | +18.4% |
| YTD | -1.5% | +18.5% | -20.1% | -7.5% |
| 1Y | +13.5% | +25.1% | -11.6% | +4.5% |
| 3Y | +135.0% | +105.9% | +29.1% | +78.2% |
| 5Y | +130.1% | +143.0% | -12.9% | +61.9% |
| All | +145.0% | +163.6% | -18.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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