+142.7%
WFC vs IT
+92.9%
+49.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | +0.3% | -12.7% | +13.0% | +4.8% |
| 30D | +2.3% | -8.9% | +11.2% | +4.9% |
| 3M | +9.8% | +10.1% | -0.4% | +3.2% |
| 6M | +15.6% | +7.3% | +8.3% | +8.1% |
| YTD | -2.4% | -32.4% | +29.9% | +7.6% |
| 1Y | +13.8% | -26.6% | +40.5% | +20.1% |
| 3Y | +134.6% | -51.8% | +186.5% | +183.4% |
| 5Y | +127.9% | -45.6% | +173.5% | +150.2% |
| All | +142.7% | +92.9% | +49.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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