+145.0%
WFC vs LUMN
-55.8%
+200.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +0.4% | +2.5% | -2.2% | 0.0% |
| 30D | +1.5% | +10.3% | -8.8% | +0.1% |
| 3M | +10.2% | -18.3% | +28.5% | +12.5% |
| 6M | +18.8% | +4.4% | +14.4% | +16.3% |
| YTD | -1.5% | -10.7% | +9.2% | -2.8% |
| 1Y | +13.5% | +14.0% | -0.4% | +6.7% |
| 3Y | +135.0% | +406.6% | -271.6% | +41.7% |
| 5Y | +130.1% | -36.8% | +166.9% | +131.1% |
| All | +145.0% | -55.8% | +200.8% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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