+126.3%
WFC vs PWR
+247.1%
-120.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.5% | +11.3% | -8.8% | +0.8% |
| 30D | +7.0% | -8.9% | +15.9% | +8.0% |
| 3M | -1.8% | -10.5% | +8.7% | -0.7% |
| 6M | +18.4% | -22.2% | +40.6% | +22.1% |
| YTD | -5.6% | +42.7% | -48.3% | -15.1% |
| 1Y | +3.9% | +41.1% | -37.2% | -6.4% |
| 3Y | +126.3% | +242.7% | -116.4% | +58.9% |
| All | +126.3% | +247.1% | -120.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling