+8,091.1%
WFC vs GPC
+2,071.6%
+6,019.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | +1.2% | +1.6% | -0.3% | +0.3% |
| 30D | +5.2% | -2.1% | +7.3% | +6.3% |
| 3M | -3.0% | -6.8% | +3.8% | +0.7% |
| 6M | +6.2% | +18.6% | -12.4% | -6.8% |
| YTD | -7.9% | +2.7% | -10.6% | -13.7% |
| 1Y | +0.3% | +1.8% | -1.5% | -5.7% |
| 3Y | +117.7% | +1.1% | +116.7% | +93.6% |
| 5Y | +88.4% | +4.1% | +84.3% | +59.7% |
| 10Y | +147.3% | +88.2% | +59.0% | +33.5% |
| All | +8,091.1% | +2,071.6% | +6,019.5% | +1,052.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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