+125.1%
WFC vs GTLB
-50.1%
+175.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.4% | -5.7% | +6.1% | +0.9% |
| 30D | +1.5% | +15.1% | -13.6% | +0.2% |
| 3M | +10.2% | +65.5% | -55.3% | +5.2% |
| 6M | +18.8% | +102.9% | -84.1% | +10.6% |
| YTD | -1.5% | +25.2% | -26.7% | -4.4% |
| 1Y | +13.5% | -5.5% | +19.1% | +12.8% |
| 3Y | +135.0% | -10.9% | +145.8% | +129.2% |
| All | +125.1% | -50.1% | +175.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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