+695.0%
WFC vs PBR
+1,864.5%
-1,169.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -3.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | +0.8% | +19.4% | -18.6% | -4.0% |
| 3M | +9.3% | +20.8% | -11.5% | +3.4% |
| 6M | +10.6% | +23.5% | -12.8% | +3.5% |
| YTD | -4.1% | +83.4% | -87.5% | -19.6% |
| 1Y | +13.6% | +77.6% | -64.0% | -4.3% |
| 3Y | +130.7% | +99.9% | +30.9% | +84.5% |
| 5Y | +126.7% | +567.7% | -441.0% | +24.0% |
| 10Y | +132.1% | +621.5% | -489.4% | +9.1% |
| All | +695.0% | +1,864.5% | -1,169.5% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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