+1.8%
WFC vs IRE
-97.2%
+99.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | -0.8% |
| 7D | +1.2% | -27.2% | +28.4% | +1.3% |
| 30D | +5.2% | -75.1% | +80.3% | +6.4% |
| 3M | -3.0% | -77.9% | +74.8% | -2.2% |
| 6M | +6.2% | -94.6% | +100.8% | +8.0% |
| YTD | -7.9% | -91.5% | +83.6% | -9.8% |
| 1Y | +0.3% | -97.8% | +98.1% | +1.6% |
| All | +1.8% | -97.2% | +99.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling