+90.5%
WFC vs P
+286.6%
-196.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.4% |
| 7D | +1.7% | +17.8% | -16.1% | -0.2% |
| 30D | +6.8% | -29.9% | +36.7% | +10.7% |
| 3M | -3.0% | -1.2% | -1.8% | -4.0% |
| 6M | +15.4% | +32.1% | -16.7% | +8.9% |
| YTD | -5.9% | +64.3% | -70.2% | -14.7% |
| 1Y | +1.7% | +24.3% | -22.6% | -5.2% |
| 3Y | +124.9% | +203.2% | -78.3% | +67.6% |
| 5Y | +90.5% | +290.4% | -199.9% | +29.4% |
| All | +90.5% | +286.6% | -196.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling