+408.8%
WFC vs PM
+752.6%
-343.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.9% |
| 7D | +3.8% | -4.9% | +8.7% | +6.6% |
| 30D | +1.5% | -3.4% | +4.9% | +3.2% |
| 3M | +10.9% | +5.2% | +5.7% | +6.9% |
| 6M | +8.4% | +3.7% | +4.7% | +4.0% |
| YTD | -1.9% | +15.8% | -17.6% | -12.2% |
| 1Y | +12.3% | +17.4% | -5.0% | -1.1% |
| 3Y | +132.3% | +116.9% | +15.4% | +32.8% |
| 5Y | +130.1% | +117.3% | +12.8% | +29.1% |
| 10Y | +134.4% | +193.8% | -59.4% | +0.2% |
| All | +408.8% | +752.6% | -343.8% | -16.5% |
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 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