+2,700.9%
WFC vs PAAS
+1,002.0%
+1,698.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.7% |
| 7D | +0.1% | +8.8% | -8.7% | -0.3% |
| 30D | +2.9% | -8.5% | +11.4% | +3.3% |
| 3M | -1.4% | -17.0% | +15.6% | -0.7% |
| 6M | +14.3% | -27.9% | +42.2% | +15.7% |
| YTD | -6.2% | -17.5% | +11.3% | -6.0% |
| 1Y | +1.6% | +22.8% | -21.2% | 0.0% |
| 3Y | +126.9% | +224.2% | -97.3% | +112.2% |
| 5Y | +94.0% | +73.6% | +20.3% | +84.6% |
| 10Y | +134.0% | +186.4% | -52.3% | +113.4% |
| All | +2,700.9% | +1,002.0% | +1,698.9% | +2,573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling