+128.3%
WFC vs IT
-45.7%
+174.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +0.4% | -9.1% | +9.6% | +2.2% |
| 30D | +2.5% | -12.2% | +14.6% | +4.8% |
| 3M | +10.0% | +7.8% | +2.2% | +6.7% |
| 6M | +15.1% | +2.0% | +13.1% | +12.2% |
| YTD | -2.2% | -32.7% | +30.5% | +5.6% |
| 1Y | +13.5% | -31.1% | +44.6% | +20.9% |
| 3Y | +135.2% | -52.1% | +187.3% | +175.8% |
| 5Y | +128.3% | -46.3% | +174.6% | +139.9% |
| All | +128.3% | -45.7% | +174.0% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling