+129.3%
WFC vs HAS
+13.4%
+115.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.2% |
| 30D | +1.5% | +2.3% | -0.8% | +0.8% |
| 3M | +10.9% | +10.4% | +0.5% | +7.8% |
| 6M | +8.4% | -3.2% | +11.7% | +8.5% |
| YTD | -1.9% | +15.4% | -17.3% | -6.5% |
| 1Y | +12.3% | +18.8% | -6.5% | +6.0% |
| 3Y | +132.3% | +43.9% | +88.4% | +105.0% |
| All | +129.3% | +13.4% | +115.9% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling