+386.3%
WFC vs PM
+809.8%
-423.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +3.1% |
| 7D | +0.1% | -7.3% | +7.4% | +4.2% |
| 30D | +2.9% | -4.0% | +6.9% | +5.0% |
| 3M | -1.4% | +2.7% | -4.2% | -3.4% |
| 6M | +14.3% | +14.9% | -0.5% | +4.1% |
| YTD | -6.2% | +23.5% | -29.7% | -19.3% |
| 1Y | +1.6% | +30.4% | -28.8% | -15.6% |
| 3Y | +126.9% | +143.2% | -16.3% | +20.9% |
| 5Y | +94.0% | +159.5% | -65.5% | -2.6% |
| 10Y | +134.0% | +234.7% | -100.6% | -8.2% |
| All | +386.3% | +809.8% | -423.5% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling