+117.9%
WFC vs PLD
+269.0%
-151.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -1.0% | -0.3% | -0.8% |
| 30D | +3.6% | -1.8% | +5.4% | +4.4% |
| 3M | -1.3% | -6.0% | +4.7% | +1.5% |
| 6M | +18.0% | -8.4% | +26.3% | +22.5% |
| YTD | -5.9% | +4.2% | -10.1% | -8.6% |
| 1Y | +1.8% | +6.2% | -4.4% | -2.2% |
| 3Y | +125.0% | +37.0% | +88.0% | +84.8% |
| 5Y | +92.0% | +1.2% | +90.8% | +79.4% |
| 10Y | +117.9% | +272.2% | -154.3% | +12.5% |
| All | +117.9% | +269.0% | -151.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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