+132.9%
WFC vs PL
+454.1%
-321.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +3.8% | -9.3% | +13.1% | +4.6% |
| 30D | +1.5% | -18.9% | +20.4% | +3.1% |
| 3M | +10.9% | -58.4% | +69.2% | +18.1% |
| 6M | +8.4% | -30.3% | +38.7% | +8.6% |
| YTD | -1.9% | -8.1% | +6.2% | -5.1% |
| 1Y | +12.3% | +180.5% | -168.2% | -5.5% |
| All | +132.9% | +454.1% | -321.2% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling