+12.3%
WFC vs GWRE
-25.4%
+37.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.8% | +0.2% |
| 7D | +3.8% | -21.1% | +24.9% | +3.1% |
| 30D | +1.5% | +1.3% | +0.2% | +1.5% |
| 3M | +10.9% | +7.4% | +3.4% | +10.8% |
| 6M | +8.4% | +5.6% | +2.8% | +8.5% |
| YTD | -1.9% | -19.2% | +17.3% | -4.2% |
| 1Y | +12.3% | -25.1% | +37.5% | +9.9% |
| All | +12.3% | -25.4% | +37.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling