+86.8%
WFC vs HD
+5.3%
+81.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +1.2% | +4.3% | -3.1% | -0.5% |
| 30D | +5.2% | +20.2% | -15.0% | -2.5% |
| 3M | -3.0% | -1.0% | -2.0% | -2.9% |
| 6M | +6.2% | +7.9% | -1.7% | +2.1% |
| YTD | -7.9% | +2.0% | -9.9% | -9.9% |
| 1Y | +0.3% | -4.3% | +4.6% | +0.8% |
| 3Y | +117.7% | +25.9% | +91.8% | +88.8% |
| All | +86.8% | +5.3% | +81.5% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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