+8,627.7%
WFC vs HL
+62.0%
+8,565.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +3.8% | +1.5% | +2.3% | +3.7% |
| 30D | +1.5% | +25.1% | -23.6% | -0.1% |
| 3M | +10.9% | +22.9% | -12.0% | +9.0% |
| 6M | +8.4% | -4.9% | +13.3% | +8.0% |
| YTD | -1.9% | +7.8% | -9.7% | -3.5% |
| 1Y | +12.3% | +133.9% | -121.5% | +4.4% |
| 3Y | +132.3% | +380.9% | -248.6% | +102.3% |
| 5Y | +130.1% | +230.2% | -100.1% | +101.7% |
| 10Y | +134.4% | +265.6% | -131.2% | +91.9% |
| All | +8,627.7% | +62.0% | +8,565.7% | +6,184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling