+130.7%
WFC vs IT
-51.4%
+182.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | -1.4% |
| 7D | +1.1% | -9.1% | +10.2% | +2.1% |
| 30D | +0.8% | -7.0% | +7.8% | +1.5% |
| 3M | +9.3% | +7.6% | +1.6% | +7.4% |
| 6M | +10.6% | +2.1% | +8.5% | +9.1% |
| YTD | -4.1% | -31.6% | +27.5% | +1.3% |
| 1Y | +13.6% | -29.9% | +43.5% | +18.8% |
| 3Y | +130.7% | -51.3% | +182.0% | +173.6% |
| All | +130.7% | -51.4% | +182.1% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling