+101.9%
WFC vs LUNR
+51.5%
+50.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +2.3% | -11.3% | +13.6% | +2.4% |
| 3M | +9.8% | -44.9% | +54.7% | +10.4% |
| 6M | +15.6% | -17.3% | +32.9% | +15.3% |
| YTD | -2.4% | -9.9% | +7.5% | -3.0% |
| 1Y | +13.8% | +76.1% | -62.3% | +12.1% |
| 3Y | +134.6% | +240.0% | -105.4% | +131.9% |
| All | +101.9% | +51.5% | +50.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 5y: compounded portfolio wealth divided by compounded LUNR 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…
5y analysis · Full analysis span regression · 6 months rolling