+122.2%
WFC vs PL
+45.6%
+76.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | +5.6% | -4.8% | +0.2% |
| 30D | +3.3% | -16.9% | +20.2% | +4.7% |
| 3M | -1.4% | -38.2% | +36.8% | +2.5% |
| 6M | +14.7% | -63.4% | +78.2% | +23.7% |
| YTD | -5.9% | -27.6% | +21.7% | -7.3% |
| 1Y | +1.8% | +6.6% | -4.7% | -4.6% |
| 3Y | +124.9% | +557.6% | -432.7% | +56.9% |
| 5Y | +92.7% | +39.5% | +53.3% | +46.2% |
| All | +122.2% | +45.6% | +76.6% | +67.7% |
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