+3,157.4%
WFC vs O
+5,286.6%
-2,129.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | +3.5% | -2.7% | -1.3% |
| 30D | +3.3% | +10.4% | -7.2% | -3.0% |
| 3M | -1.4% | -2.4% | +1.0% | 0.0% |
| 6M | +14.7% | -1.2% | +15.9% | +15.1% |
| YTD | -5.9% | +10.4% | -16.3% | -12.5% |
| 1Y | +1.8% | +11.4% | -9.6% | -5.9% |
| 3Y | +124.9% | +40.4% | +84.5% | +75.4% |
| 5Y | +92.7% | +12.1% | +80.6% | +70.3% |
| 10Y | +118.2% | +82.7% | +35.5% | +26.5% |
| All | +3,157.4% | +5,286.6% | -2,129.2% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling