+12.3%
WFC vs PM
+16.6%
-4.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +0.8% |
| 7D | +3.8% | -4.9% | +8.7% | +3.7% |
| 30D | +1.5% | -3.4% | +4.9% | +1.4% |
| 3M | +10.9% | +5.2% | +5.7% | +11.0% |
| 6M | +8.4% | +3.7% | +4.7% | +8.2% |
| YTD | -1.9% | +15.8% | -17.6% | -1.6% |
| 1Y | +12.3% | +17.4% | -5.0% | +13.5% |
| All | +12.3% | +16.6% | -4.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling