+8,627.7%
WFC vs HAS
+3,598.5%
+5,029.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.4% |
| 30D | +1.5% | +2.3% | -0.8% | +0.7% |
| 3M | +10.9% | +10.4% | +0.5% | +7.1% |
| 6M | +8.4% | -3.2% | +11.7% | +8.5% |
| YTD | -1.9% | +15.4% | -17.3% | -7.3% |
| 1Y | +12.3% | +18.8% | -6.5% | +5.0% |
| 3Y | +132.3% | +43.9% | +88.4% | +98.2% |
| 5Y | +130.1% | +13.9% | +116.2% | +107.1% |
| 10Y | +134.4% | +56.4% | +78.0% | +81.7% |
| All | +8,627.7% | +3,598.5% | +5,029.2% | +2,649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling