+134.0%
WFC vs P
+748.5%
-614.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.4% | +0.8% |
| 7D | +0.1% | -9.6% | +9.7% | +1.5% |
| 30D | +2.9% | -33.4% | +36.4% | +9.3% |
| 3M | -1.4% | +14.2% | -15.6% | -5.7% |
| 6M | +14.3% | +31.6% | -17.2% | +4.9% |
| YTD | -6.2% | +53.5% | -59.7% | -17.2% |
| 1Y | +1.6% | +14.2% | -12.6% | -6.5% |
| 3Y | +126.9% | +190.5% | -63.6% | +59.4% |
| 5Y | +94.0% | +256.3% | -162.4% | +25.3% |
| 10Y | +134.0% | +707.9% | -573.8% | +21.8% |
| All | +134.0% | +748.5% | -614.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling