+132.1%
WFC vs PM
+196.3%
-64.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | +0.8% | -2.6% | +3.4% | +1.7% |
| 3M | +9.3% | +5.8% | +3.5% | +6.2% |
| 6M | +10.6% | +10.6% | +0.1% | +4.7% |
| YTD | -4.1% | +17.2% | -21.2% | -11.9% |
| 1Y | +13.6% | +17.6% | -4.1% | +3.6% |
| 3Y | +130.7% | +124.3% | +6.5% | +46.7% |
| 5Y | +126.7% | +125.1% | +1.7% | +42.2% |
| 10Y | +132.1% | +198.6% | -66.5% | +25.7% |
| All | +132.1% | +196.3% | -64.2% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling