+3,158.9%
WFC vs O
+5,289.3%
-2,130.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +3.6% | +9.4% | -5.8% | -2.1% |
| 3M | -1.3% | -2.4% | +1.1% | +0.1% |
| 6M | +18.0% | -1.9% | +19.8% | +18.8% |
| YTD | -5.9% | +10.5% | -16.3% | -12.5% |
| 1Y | +1.8% | +10.0% | -8.2% | -5.2% |
| 3Y | +125.0% | +40.5% | +84.5% | +75.4% |
| 5Y | +92.0% | +10.2% | +81.7% | +71.5% |
| 10Y | +117.9% | +82.5% | +35.5% | +26.4% |
| All | +3,158.9% | +5,289.3% | -2,130.4% | +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