+145.0%
WFC vs KR
+129.5%
+15.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +1.5% | +5.1% | -3.5% | +1.0% |
| 3M | +10.2% | -8.2% | +18.4% | +11.1% |
| 6M | +18.8% | -18.0% | +36.8% | +21.0% |
| YTD | -1.5% | -4.8% | +3.2% | -1.6% |
| 1Y | +13.5% | -11.0% | +24.6% | +14.3% |
| 3Y | +135.0% | +37.7% | +97.3% | +120.9% |
| 5Y | +130.1% | +52.8% | +77.3% | +110.6% |
| All | +145.0% | +129.5% | +15.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling