+134.7%
WFC vs P
+485.4%
-350.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +3.8% | +6.5% | -2.8% | +2.6% |
| 30D | +1.5% | +18.8% | -17.4% | -2.0% |
| 3M | +10.9% | +26.7% | -15.9% | +5.2% |
| 6M | +8.4% | +62.2% | -53.7% | -2.7% |
| YTD | -1.9% | +48.5% | -50.4% | -11.0% |
| 1Y | +12.3% | +26.4% | -14.0% | +3.0% |
| 3Y | +132.3% | +159.4% | -27.1% | +73.9% |
| 5Y | +130.1% | +275.8% | -145.7% | +54.7% |
| 10Y | +134.4% | +732.0% | -597.6% | +28.8% |
| All | +134.7% | +485.4% | -350.6% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling