+95.0%
WFC vs PR
+242.3%
-147.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.8% | +3.5% |
| 7D | +4.5% | -12.1% | +16.6% | +7.0% |
| 30D | +7.4% | +0.9% | +6.5% | +6.8% |
| 3M | -0.5% | +10.1% | -10.7% | -3.0% |
| 6M | +11.7% | +1.1% | +10.6% | +10.4% |
| YTD | -4.6% | +63.7% | -68.3% | -15.5% |
| 1Y | +2.5% | +87.0% | -84.5% | -11.9% |
| 3Y | +123.9% | +70.7% | +53.2% | +92.0% |
| All | +95.0% | +242.3% | -147.2% | +35.5% |
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