+120.3%
WFC vs P
+469.1%
-348.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.0% |
| 7D | +1.2% | -23.8% | +25.1% | +5.3% |
| 30D | +5.2% | -36.6% | +41.8% | +12.3% |
| 3M | -3.0% | +10.9% | -13.9% | -6.5% |
| 6M | +6.2% | +30.0% | -23.8% | -2.0% |
| YTD | -7.9% | +44.4% | -52.3% | -17.2% |
| 1Y | +0.3% | +3.9% | -3.7% | -5.7% |
| 3Y | +117.7% | +176.6% | -58.9% | +58.7% |
| 5Y | +88.4% | +249.3% | -160.9% | +26.7% |
| 10Y | +147.3% | +726.9% | -579.7% | +34.6% |
| All | +120.3% | +469.1% | -348.8% | +21.1% |
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