+117.3%
WFC vs IR
+271.9%
-154.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | +0.3% | -3.1% | +3.4% | +1.8% |
| 30D | +2.3% | -14.0% | +16.3% | +9.9% |
| 3M | +9.8% | +3.7% | +6.0% | +6.9% |
| 6M | +15.6% | -15.4% | +30.9% | +23.7% |
| YTD | -2.4% | -7.7% | +5.2% | -0.6% |
| 1Y | +13.8% | -8.8% | +22.6% | +16.2% |
| 3Y | +134.6% | +5.6% | +129.1% | +116.5% |
| 5Y | +127.9% | +34.3% | +93.6% | +82.0% |
| All | +117.3% | +271.9% | -154.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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