+294.9%
WFC vs PSX
+1,139.4%
-844.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | +4.5% | -0.8% | +1.9% |
| 30D | +1.5% | +26.6% | -25.1% | -8.1% |
| 3M | +10.9% | +39.3% | -28.4% | -3.9% |
| 6M | +8.4% | +56.8% | -48.4% | -11.6% |
| YTD | -1.9% | +101.8% | -103.7% | -28.5% |
| 1Y | +12.3% | +99.6% | -87.3% | -18.2% |
| 3Y | +132.3% | +140.3% | -8.0% | +51.7% |
| 5Y | +130.1% | +339.3% | -209.3% | +9.5% |
| 10Y | +134.4% | +369.9% | -235.5% | +1.5% |
| All | +294.9% | +1,139.4% | -844.5% | +47.9% |
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 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