+98.6%
WFC vs LUNR
+62.5%
+36.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -2.3% |
| 7D | +1.1% | +6.5% | -5.5% | +1.0% |
| 30D | +0.8% | -4.4% | +5.2% | +0.8% |
| 3M | +9.3% | -47.3% | +56.5% | +10.0% |
| 6M | +10.6% | -11.1% | +21.7% | +10.3% |
| YTD | -4.1% | -3.4% | -0.7% | -4.7% |
| 1Y | +13.6% | +85.8% | -72.2% | +11.8% |
| 3Y | +130.7% | +264.7% | -133.9% | +127.9% |
| All | +98.6% | +62.5% | +36.1% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling