+125.6%
WFC vs O
+40.0%
+85.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +6.8% | +8.3% | -1.4% | +4.9% |
| 3M | -3.0% | -4.0% | +1.0% | -2.3% |
| 6M | +15.4% | -2.6% | +18.0% | +15.7% |
| YTD | -5.9% | +9.9% | -15.8% | -8.8% |
| 1Y | +1.7% | +9.8% | -8.2% | -1.4% |
| All | +125.6% | +40.0% | +85.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling