+134.0%
WFC vs PLD
+248.8%
-114.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +2.9% | +0.8% | +2.1% | +2.4% |
| 3M | -1.4% | -6.1% | +4.7% | +1.4% |
| 6M | +14.3% | -8.0% | +22.4% | +18.5% |
| YTD | -6.2% | +4.7% | -10.9% | -9.1% |
| 1Y | +1.6% | +7.2% | -5.6% | -2.7% |
| 3Y | +126.9% | +39.2% | +87.7% | +85.2% |
| 5Y | +94.0% | +1.9% | +92.1% | +80.8% |
| 10Y | +134.0% | +256.8% | -122.7% | +33.9% |
| All | +134.0% | +248.8% | -114.8% | +33.9% |
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