+151.9%
WFC vs HWM
+1,323.5%
-1,171.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.7% | +8.5% | +2.4% |
| 7D | +1.1% | -9.2% | +10.2% | +5.0% |
| 30D | +0.8% | -17.9% | +18.7% | +9.2% |
| 3M | +9.3% | -6.0% | +15.3% | +11.2% |
| 6M | +10.6% | -7.4% | +18.0% | +12.4% |
| YTD | -4.1% | +13.1% | -17.2% | -11.4% |
| 1Y | +13.6% | +29.3% | -15.7% | -1.7% |
| 3Y | +130.7% | +389.9% | -259.2% | +4.7% |
| 5Y | +126.7% | +655.5% | -528.8% | -16.8% |
| All | +151.9% | +1,323.5% | -1,171.7% | -37.4% |
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