+131.7%
WFC vs PL
+84.9%
+46.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +3.8% | -9.3% | +13.1% | +4.7% |
| 30D | +1.5% | -18.9% | +20.4% | +3.3% |
| 3M | +10.9% | -58.4% | +69.2% | +19.0% |
| 6M | +8.4% | -30.3% | +38.7% | +8.8% |
| YTD | -1.9% | -8.1% | +6.2% | -5.0% |
| 1Y | +12.3% | +180.5% | -168.2% | -6.0% |
| 3Y | +132.3% | +444.1% | -311.8% | +66.7% |
| 5Y | +130.1% | +83.0% | +47.0% | +69.3% |
| All | +131.7% | +84.9% | +46.8% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling