+125.4%
WFC vs PL
+459.7%
-334.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.7% |
| 7D | +4.5% | -11.7% | +16.2% | +5.5% |
| 30D | +7.4% | -27.1% | +34.5% | +9.9% |
| 3M | -0.5% | -44.6% | +44.1% | +3.9% |
| 6M | +11.7% | -67.2% | +78.9% | +20.2% |
| YTD | -4.6% | -35.9% | +31.2% | -5.3% |
| 1Y | +2.5% | -0.4% | +2.9% | -3.4% |
| All | +125.4% | +459.7% | -334.3% | +57.6% |
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