+149.4%
WFC vs PR
+169.5%
-20.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +3.8% | +2.9% | +0.9% | +3.4% |
| 30D | +1.5% | +18.0% | -16.6% | -0.6% |
| 3M | +10.9% | +16.9% | -6.0% | +8.5% |
| 6M | +8.4% | +28.2% | -19.8% | +4.7% |
| YTD | -1.9% | +69.3% | -71.2% | -8.4% |
| 1Y | +12.3% | +69.5% | -57.2% | +4.6% |
| 3Y | +132.3% | +81.7% | +50.6% | +112.7% |
| 5Y | +130.1% | +422.2% | -292.2% | +83.0% |
| 10Y | +134.4% | +110.4% | +24.0% | +81.5% |
| All | +149.4% | +169.5% | -20.0% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling