+126.3%
WFC vs INTU
-33.2%
+159.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | +7.0% | +10.1% | -3.1% | +5.6% |
| 3M | -1.8% | -4.2% | +2.4% | -1.5% |
| 6M | +18.4% | -7.2% | +25.6% | +18.5% |
| YTD | -5.6% | -47.7% | +42.1% | +8.4% |
| 1Y | +3.9% | -46.7% | +50.6% | +18.5% |
| 3Y | +126.3% | -34.1% | +160.4% | +135.4% |
| All | +126.3% | -33.2% | +159.6% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 3y: compounded portfolio wealth divided by compounded INTU 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…
3y analysis · Full analysis span regression · 6 months rolling