+142.9%
WFC vs HAS
+101.4%
+41.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +5.2% | +31.0% | -25.8% | -4.2% |
| 3M | -3.0% | +30.7% | -33.7% | -11.8% |
| 6M | +6.2% | +23.9% | -17.7% | -2.2% |
| YTD | -7.9% | +48.3% | -56.2% | -21.0% |
| 1Y | +0.3% | +60.2% | -59.9% | -16.3% |
| 3Y | +117.7% | +189.2% | -71.5% | +41.0% |
| 5Y | +88.4% | +50.4% | +37.9% | +53.9% |
| All | +142.9% | +101.4% | +41.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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