+3,031.6%
WFC vs IT
+6,105.9%
-3,074.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.0% |
| 7D | +3.8% | -6.0% | +9.8% | +5.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.1% |
| 3M | +10.9% | +13.1% | -2.2% | +5.6% |
| 6M | +8.4% | +11.7% | -3.3% | +2.6% |
| YTD | -1.9% | -26.1% | +24.2% | +2.0% |
| 1Y | +12.3% | -21.3% | +33.6% | +14.2% |
| 3Y | +132.3% | -46.7% | +179.1% | +155.7% |
| 5Y | +130.1% | -40.5% | +170.6% | +143.2% |
| 10Y | +134.4% | +103.9% | +30.5% | +80.3% |
| All | +3,031.6% | +6,105.9% | -3,074.3% | +1,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling