+8,627.7%
WFC vs PCAR
+15,337.6%
-6,709.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +1.5% | -6.2% | +7.7% | +4.5% |
| 3M | +10.9% | +5.9% | +5.0% | +7.3% |
| 6M | +8.4% | +0.4% | +8.0% | +7.4% |
| YTD | -1.9% | +14.8% | -16.7% | -9.1% |
| 1Y | +12.3% | +30.1% | -17.8% | -2.3% |
| 3Y | +132.3% | +66.7% | +65.7% | +76.1% |
| 5Y | +130.1% | +166.1% | -36.1% | +39.1% |
| 10Y | +134.4% | +353.7% | -219.3% | +11.4% |
| All | +8,627.7% | +15,337.6% | -6,709.9% | +1,145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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