+134.0%
WFC vs PR
+66.7%
+67.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +0.1% | -12.4% | +12.5% | +1.6% |
| 30D | +2.9% | -6.6% | +9.5% | +3.6% |
| 3M | -1.4% | +7.5% | -8.9% | -2.6% |
| 6M | +14.3% | +10.8% | +3.6% | +12.3% |
| YTD | -6.2% | +57.0% | -63.2% | -11.9% |
| 1Y | +1.6% | +67.9% | -66.3% | -5.4% |
| 3Y | +126.9% | +87.6% | +39.3% | +106.7% |
| 5Y | +94.0% | +220.4% | -126.4% | +61.9% |
| 10Y | +134.0% | +64.8% | +69.2% | +86.3% |
| All | +134.0% | +66.7% | +67.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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