+118.6%
WFC vs IR
+288.5%
-169.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +3.8% | -2.8% | +6.6% | +5.2% |
| 30D | +1.5% | -15.1% | +16.6% | +9.7% |
| 3M | +10.9% | +6.1% | +4.8% | +6.8% |
| 6M | +8.4% | -16.8% | +25.2% | +17.1% |
| YTD | -1.9% | -3.5% | +1.7% | -2.0% |
| 1Y | +12.3% | -3.5% | +15.8% | +11.5% |
| 3Y | +132.3% | +9.5% | +122.8% | +110.7% |
| 5Y | +130.1% | +45.1% | +85.0% | +76.9% |
| All | +118.6% | +288.5% | -169.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling