+3,504.7%
WFC vs LNG
+1,108.8%
+2,395.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | -1.9% |
| 7D | +1.1% | -6.2% | +7.2% | +1.4% |
| 30D | +0.8% | +8.0% | -7.2% | +0.4% |
| 3M | +9.3% | +16.9% | -7.6% | +8.3% |
| 6M | +10.6% | +8.7% | +2.0% | +10.0% |
| YTD | -4.1% | +43.0% | -47.1% | -6.0% |
| 1Y | +13.6% | +19.4% | -5.9% | +12.3% |
| 3Y | +130.7% | +74.7% | +56.0% | +123.4% |
| 5Y | +126.7% | +222.4% | -95.7% | +112.1% |
| 10Y | +132.1% | +532.2% | -400.1% | +109.7% |
| All | +3,504.7% | +1,108.8% | +2,395.8% | +2,555.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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