+112.4%
WFC vs HAS
+97.5%
+14.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +7.0% | +26.3% | -19.3% | -1.3% |
| 3M | -1.8% | +25.6% | -27.4% | -9.3% |
| 6M | +18.4% | +30.3% | -11.9% | +7.1% |
| YTD | -5.6% | +50.4% | -56.0% | -19.3% |
| 1Y | +3.9% | +57.7% | -53.8% | -12.8% |
| 3Y | +126.3% | +213.4% | -87.0% | +42.4% |
| 5Y | +91.1% | +49.1% | +42.0% | +57.0% |
| All | +112.4% | +97.5% | +14.9% | +49.7% |
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