+112.4%
WFC vs IP
+20.8%
+91.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +7.0% | +7.9% | -0.9% | +2.8% |
| 3M | -1.8% | -15.3% | +13.6% | +5.7% |
| 6M | +18.4% | +10.5% | +7.9% | +9.4% |
| YTD | -5.6% | -9.4% | +3.8% | -5.7% |
| 1Y | +3.9% | -4.6% | +8.5% | +0.5% |
| 3Y | +126.3% | +21.2% | +105.1% | +73.0% |
| 5Y | +91.1% | -13.3% | +104.4% | +78.1% |
| All | +112.4% | +20.8% | +91.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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