+3.9%
WFC vs IRE
-97.6%
+101.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | +0.4% |
| 7D | +2.5% | -31.8% | +34.4% | +2.7% |
| 30D | +7.0% | -71.8% | +78.7% | +7.6% |
| 3M | -1.8% | -88.9% | +87.1% | -0.5% |
| 6M | +18.4% | -95.4% | +113.8% | +19.5% |
| YTD | -5.6% | -94.2% | +88.6% | -7.7% |
| 1Y | +3.9% | -97.1% | +101.0% | +2.8% |
| All | +3.9% | -97.6% | +101.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling