+137.0%
WFC vs IP
+23.2%
+113.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.2% |
| 7D | +3.8% | -5.3% | +9.0% | +6.4% |
| 30D | +1.5% | -10.9% | +12.3% | +7.0% |
| 3M | +10.9% | +11.2% | -0.3% | +3.1% |
| 6M | +8.4% | -10.2% | +18.7% | +11.1% |
| YTD | -1.9% | -2.0% | +0.1% | -5.2% |
| 1Y | +12.3% | -19.1% | +31.4% | +19.0% |
| 3Y | +132.3% | +20.9% | +111.5% | +81.0% |
| 5Y | +130.1% | -17.8% | +147.9% | +125.2% |
| All | +137.0% | +23.2% | +113.8% | +54.7% |
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