+280.0%
WFC vs PSX
+1,187.1%
-907.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +2.5% | +7.8% | -5.3% | -0.6% |
| 30D | +7.0% | -10.9% | +17.9% | +11.6% |
| 3M | -1.8% | +14.5% | -16.2% | -7.8% |
| 6M | +18.4% | +56.1% | -37.7% | -3.0% |
| YTD | -5.6% | +109.6% | -115.2% | -32.8% |
| 1Y | +3.9% | +95.5% | -91.6% | -24.0% |
| 3Y | +126.3% | +156.2% | -29.9% | +43.0% |
| 5Y | +91.1% | +310.0% | -218.9% | -6.1% |
| 10Y | +118.5% | +368.0% | -249.5% | -6.4% |
| All | +280.0% | +1,187.1% | -907.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling