+129.3%
WFC vs PAAS
+113.1%
+16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +3.8% | -2.9% | +6.7% | +4.0% |
| 30D | +1.5% | +6.8% | -5.3% | +0.9% |
| 3M | +10.9% | -2.9% | +13.7% | +10.8% |
| 6M | +8.4% | -16.4% | +24.9% | +9.2% |
| YTD | -1.9% | 0.0% | -1.9% | -2.8% |
| 1Y | +12.3% | +54.3% | -42.0% | +7.4% |
| 3Y | +132.3% | +230.7% | -98.4% | +105.0% |
| All | +129.3% | +113.1% | +16.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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