+127.9%
WFC vs GM
+84.5%
+43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -1.3% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +2.3% | -3.4% | +5.7% | +3.4% |
| 3M | +9.8% | +8.7% | +1.1% | +5.8% |
| 6M | +15.6% | +15.4% | +0.1% | +8.2% |
| YTD | -2.4% | +6.6% | -9.0% | -6.1% |
| 1Y | +13.8% | +51.5% | -37.7% | -5.4% |
| 3Y | +134.6% | +169.3% | -34.7% | +45.5% |
| 5Y | +127.9% | +81.6% | +46.4% | +64.9% |
| All | +127.9% | +84.5% | +43.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling