+122.2%
WFC vs PL
+41.8%
+80.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.2% |
| 7D | +1.7% | +22.3% | -20.5% | -0.2% |
| 30D | +6.8% | -8.3% | +15.2% | +7.4% |
| 3M | -3.0% | -43.3% | +40.3% | +1.6% |
| 6M | +15.4% | -65.8% | +81.2% | +25.3% |
| YTD | -5.9% | -29.5% | +23.6% | -7.1% |
| 1Y | +1.7% | +11.7% | -10.1% | -5.2% |
| 3Y | +124.9% | +540.6% | -415.7% | +57.2% |
| 5Y | +90.5% | +32.9% | +57.6% | +45.1% |
| All | +122.2% | +41.8% | +80.4% | +68.1% |
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