+145.0%
WFC vs GWRE
+131.0%
+14.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.4% | -13.2% | +13.6% | +2.9% |
| 30D | +1.5% | -18.6% | +20.1% | +4.4% |
| 3M | +10.2% | +18.9% | -8.7% | +4.4% |
| 6M | +18.8% | -11.0% | +29.7% | +17.7% |
| YTD | -1.5% | -29.9% | +28.4% | +2.4% |
| 1Y | +13.5% | -44.3% | +57.9% | +24.4% |
| 3Y | +135.0% | +51.7% | +83.3% | +90.9% |
| 5Y | +130.1% | +15.4% | +114.6% | +97.5% |
| All | +145.0% | +131.0% | +14.0% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling