+95.0%
WFC vs IP
-8.9%
+103.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +4.5% | +3.4% | +1.1% | +3.3% |
| 30D | +7.4% | +11.2% | -3.9% | +3.6% |
| 3M | -0.5% | -14.8% | +14.3% | +4.4% |
| 6M | +11.7% | +17.3% | -5.6% | +3.9% |
| YTD | -4.6% | -6.2% | +1.5% | -5.3% |
| 1Y | +2.5% | +2.3% | +0.2% | -1.9% |
| 3Y | +123.9% | +17.7% | +106.3% | +88.7% |
| All | +95.0% | -8.9% | +103.9% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling