+132.8%
WFC vs PSX
+132.2%
+0.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +2.3% | +15.8% | -13.5% | -1.8% |
| 3M | +9.8% | +43.0% | -33.3% | -1.1% |
| 6M | +15.6% | +61.1% | -45.5% | -0.6% |
| YTD | -2.4% | +104.5% | -107.0% | -23.4% |
| 1Y | +13.8% | +102.5% | -88.7% | -10.7% |
| All | +132.8% | +132.2% | +0.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling