+902.1%
WFC vs PLD
+1,585.1%
-683.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.1% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | -3.6% | -8.0% | +4.4% | +0.7% |
| 6M | +5.6% | -9.8% | +15.4% | +11.1% |
| YTD | -8.5% | +1.8% | -10.2% | -10.4% |
| 1Y | -0.3% | +5.6% | -5.9% | -4.4% |
| 3Y | +116.4% | +33.3% | +83.2% | +75.8% |
| 5Y | +87.2% | +0.3% | +87.0% | +72.6% |
| 10Y | +145.8% | +241.6% | -95.8% | +5.8% |
| All | +902.1% | +1,585.1% | -683.0% | +86.8% |
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