+2.5%
WFC vs PSX
+97.5%
-95.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.2% |
| 7D | +4.5% | -5.2% | +9.7% | +4.4% |
| 30D | +7.4% | -3.7% | +11.1% | +7.1% |
| 3M | -0.5% | +26.8% | -27.3% | -0.8% |
| 6M | +11.7% | +47.3% | -35.6% | +11.0% |
| YTD | -4.6% | +105.4% | -110.1% | -9.4% |
| 1Y | +2.5% | +96.9% | -94.4% | -2.0% |
| All | +2.5% | +97.5% | -95.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling