+2,904.1%
WFC vs IT
+6,324.9%
-3,420.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.5% |
| 7D | -1.3% | -6.8% | +5.6% | +0.4% |
| 30D | +3.6% | -0.6% | +4.2% | +3.2% |
| 3M | -1.3% | +3.1% | -4.4% | -3.2% |
| 6M | +18.0% | +25.5% | -7.5% | +8.0% |
| YTD | -5.9% | -23.5% | +17.6% | -3.8% |
| 1Y | +1.8% | -16.6% | +18.4% | +1.6% |
| 3Y | +125.0% | -53.1% | +178.1% | +154.6% |
| 5Y | +92.0% | -41.4% | +133.4% | +102.4% |
| 10Y | +117.9% | +90.9% | +27.0% | +68.8% |
| All | +2,904.1% | +6,324.9% | -3,420.8% | +1,306.1% |
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