+4.0%
WFC vs IRE
-97.5%
+101.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.1% | -12.1% | -0.1% |
| 7D | -1.3% | -15.1% | +13.9% | -1.2% |
| 30D | +3.6% | -71.4% | +74.9% | +4.5% |
| 3M | -1.3% | -81.2% | +79.9% | -0.2% |
| 6M | +18.0% | -93.7% | +111.7% | +19.6% |
| YTD | -5.9% | -92.2% | +86.3% | -7.8% |
| 1Y | +1.8% | -97.3% | +99.0% | +2.1% |
| All | +4.0% | -97.5% | +101.5% | +3.8% |
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 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