+8,658.7%
WFC vs LUMN
+156.1%
+8,502.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +0.4% | +2.5% | -2.2% | -0.1% |
| 30D | +1.5% | +10.3% | -8.8% | -0.7% |
| 3M | +10.2% | -18.3% | +28.5% | +13.8% |
| 6M | +18.8% | +4.4% | +14.4% | +14.9% |
| YTD | -1.5% | -10.7% | +9.2% | -3.7% |
| 1Y | +13.5% | +14.0% | -0.4% | +2.8% |
| 3Y | +135.0% | +406.6% | -271.6% | +8.5% |
| 5Y | +130.1% | -36.8% | +166.9% | +89.2% |
| 10Y | +144.1% | -56.2% | +200.2% | +100.5% |
| All | +8,658.7% | +156.1% | +8,502.6% | +3,879.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling