+2,902.7%
WFC vs IT
+6,253.0%
-3,350.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | +6.8% | -3.1% | +10.0% | +7.2% |
| 3M | -3.0% | +6.3% | -9.3% | -5.5% |
| 6M | +15.4% | +24.8% | -9.4% | +5.8% |
| YTD | -5.9% | -24.4% | +18.4% | -3.6% |
| 1Y | +1.7% | -17.1% | +18.7% | +1.6% |
| 3Y | +124.9% | -53.6% | +178.5% | +155.2% |
| 5Y | +90.5% | -42.5% | +133.0% | +101.7% |
| 10Y | +117.8% | +88.8% | +29.0% | +69.2% |
| All | +2,902.7% | +6,253.0% | -3,350.3% | +1,309.3% |
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