+142.4%
WFC vs PWR
+2,367.8%
-2,225.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +0.4% | +2.7% | -2.2% | -0.7% |
| 30D | +2.5% | -5.1% | +7.6% | +4.3% |
| 3M | +10.0% | -9.4% | +19.4% | +12.5% |
| 6M | +15.1% | +10.4% | +4.6% | +6.3% |
| YTD | -2.2% | +48.6% | -50.8% | -21.7% |
| 1Y | +13.5% | +68.0% | -54.6% | -15.1% |
| 3Y | +135.2% | +204.7% | -69.5% | +22.2% |
| 5Y | +128.3% | +451.9% | -323.6% | -19.5% |
| 10Y | +142.4% | +2,425.3% | -2,283.0% | -67.2% |
| All | +142.4% | +2,367.8% | -2,225.5% | -67.2% |
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