+112.4%
WFC vs PWR
+1,844.4%
-1,732.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.5% | +11.3% | -8.8% | -1.8% |
| 30D | +7.0% | -8.9% | +15.9% | +9.2% |
| 3M | -1.8% | -10.5% | +8.7% | +0.3% |
| 6M | +18.4% | -22.2% | +40.6% | +26.2% |
| YTD | -5.6% | +42.7% | -48.3% | -24.6% |
| 1Y | +3.9% | +41.1% | -37.2% | -16.9% |
| 3Y | +126.3% | +242.7% | -116.4% | +8.5% |
| 5Y | +91.1% | +418.5% | -327.4% | -31.5% |
| All | +112.4% | +1,844.4% | -1,732.0% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling