+90.7%
WFC vs PR
+273.3%
-182.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +2.5% | +6.0% | -3.5% | +1.3% |
| 30D | +7.0% | -4.2% | +11.2% | +7.6% |
| 3M | -1.8% | +10.0% | -11.7% | -4.1% |
| 6M | +18.4% | +15.6% | +2.8% | +13.8% |
| YTD | -5.6% | +68.2% | -73.8% | -16.9% |
| 1Y | +3.9% | +79.2% | -75.3% | -9.9% |
| 3Y | +126.3% | +94.9% | +31.4% | +89.0% |
| All | +90.7% | +273.3% | -182.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling