+145.0%
WFC vs HON
+136.9%
+8.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.4% | -3.5% | +3.8% | +3.0% |
| 30D | +1.5% | -13.8% | +15.3% | +13.0% |
| 3M | +10.2% | -11.7% | +21.9% | +19.1% |
| 6M | +18.8% | -18.7% | +37.5% | +35.4% |
| YTD | -1.5% | +0.2% | -1.8% | -5.5% |
| 1Y | +13.5% | -3.1% | +16.6% | +11.2% |
| 3Y | +135.0% | +17.0% | +118.0% | +90.8% |
| 5Y | +130.1% | +2.0% | +128.0% | +106.8% |
| All | +145.0% | +136.9% | +8.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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