+117.5%
WFC vs PL
+28.1%
+89.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.4% |
| 7D | +1.2% | -6.8% | +8.1% | +1.8% |
| 30D | +5.2% | -29.3% | +34.5% | +8.3% |
| 3M | -3.0% | -44.8% | +41.7% | +1.9% |
| 6M | +6.2% | -68.4% | +74.6% | +16.0% |
| YTD | -7.9% | -36.4% | +28.4% | -8.1% |
| 1Y | +0.3% | +0.7% | -0.4% | -5.6% |
| 3Y | +117.7% | +455.3% | -337.6% | +54.5% |
| 5Y | +88.4% | +22.7% | +65.7% | +44.0% |
| All | +117.5% | +28.1% | +89.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling