+142.7%
WFC vs HL
+278.2%
-135.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | +0.1% |
| 7D | +0.3% | -5.6% | +5.9% | +0.8% |
| 30D | +2.3% | +12.7% | -10.5% | +1.0% |
| 3M | +9.8% | +42.5% | -32.8% | +5.9% |
| 6M | +15.6% | -9.0% | +24.6% | +15.4% |
| YTD | -2.4% | +4.4% | -6.8% | -4.5% |
| 1Y | +13.8% | +82.7% | -68.8% | +5.2% |
| 3Y | +134.6% | +406.3% | -271.6% | +91.1% |
| 5Y | +127.9% | +238.2% | -110.2% | +87.5% |
| All | +142.7% | +278.2% | -135.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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