+943.8%
WFC vs PLD
+1,643.5%
-699.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.2% |
| 7D | +4.5% | +4.9% | -0.4% | +1.7% |
| 30D | +7.4% | +2.6% | +4.8% | +5.7% |
| 3M | -0.5% | -4.8% | +4.3% | +1.9% |
| 6M | +11.7% | -3.9% | +15.6% | +13.4% |
| YTD | -4.6% | +5.3% | -10.0% | -8.4% |
| 1Y | +2.5% | +9.3% | -6.7% | -3.6% |
| 3Y | +123.9% | +35.8% | +88.1% | +80.0% |
| 5Y | +94.3% | +2.9% | +91.4% | +76.5% |
| 10Y | +156.0% | +253.4% | -97.4% | +8.1% |
| All | +943.8% | +1,643.5% | -699.7% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling