+134.0%
WFC vs HWM
+1,636.6%
-1,502.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | -0.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.8% |
| 30D | +2.9% | -3.9% | +6.9% | +4.0% |
| 3M | -1.4% | -23.2% | +21.8% | +9.1% |
| 6M | +14.3% | -20.0% | +34.3% | +23.6% |
| YTD | -6.2% | +5.7% | -11.9% | -11.5% |
| 1Y | +1.6% | +4.9% | -3.3% | -4.0% |
| 3Y | +126.9% | +347.0% | -220.1% | +6.3% |
| 5Y | +94.0% | +563.0% | -469.1% | -25.1% |
| 10Y | +134.0% | +1,579.2% | -1,445.1% | -43.8% |
| All | +134.0% | +1,636.6% | -1,502.6% | -43.8% |
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