+111.7%
WFC vs HWM
+1,503.5%
-1,391.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.7% | +11.1% | -9.4% | -2.8% |
| 30D | +6.8% | +3.0% | +3.9% | +4.8% |
| 3M | -3.0% | -20.7% | +17.7% | +5.8% |
| 6M | +15.4% | -17.2% | +32.6% | +22.9% |
| YTD | -5.9% | +9.1% | -15.0% | -12.4% |
| 1Y | +1.7% | +9.0% | -7.4% | -5.5% |
| 3Y | +124.9% | +353.8% | -228.9% | +5.2% |
| 5Y | +90.5% | +608.0% | -517.6% | -28.2% |
| All | +111.7% | +1,503.5% | -1,391.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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