+3,297.2%
WFC vs O
+5,387.7%
-2,090.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.4% |
| 7D | +3.8% | -0.7% | +4.5% | +4.3% |
| 30D | +1.5% | -1.9% | +3.4% | +2.6% |
| 3M | +10.9% | +3.8% | +7.0% | +7.9% |
| 6M | +8.4% | -4.7% | +13.2% | +11.1% |
| YTD | -1.9% | +12.5% | -14.4% | -9.7% |
| 1Y | +12.3% | +10.8% | +1.5% | +4.1% |
| 3Y | +132.3% | +28.8% | +103.5% | +91.1% |
| 5Y | +130.1% | +13.2% | +116.9% | +101.7% |
| 10Y | +134.4% | +53.5% | +80.9% | +51.6% |
| All | +3,297.2% | +5,387.7% | -2,090.6% | +326.6% |
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