+8,381.3%
WFC vs IP
+345.0%
+8,036.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +4.5% | +3.4% | +1.1% | +2.8% |
| 30D | +7.4% | +11.2% | -3.9% | +1.9% |
| 3M | -0.5% | -14.8% | +14.3% | +6.4% |
| 6M | +11.7% | +17.3% | -5.6% | +1.0% |
| YTD | -4.6% | -6.2% | +1.5% | -6.2% |
| 1Y | +2.5% | +2.3% | +0.2% | -3.5% |
| 3Y | +123.9% | +17.7% | +106.3% | +86.0% |
| 5Y | +94.3% | -8.4% | +102.8% | +80.3% |
| 10Y | +156.0% | +32.1% | +124.0% | +94.6% |
| All | +8,381.3% | +345.0% | +8,036.3% | +2,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling