+139.3%
WFC vs PWR
+201.3%
-62.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | +3.6% | +0.2% | +3.1% |
| 30D | +1.5% | -8.6% | +10.1% | +3.0% |
| 3M | +10.9% | -13.2% | +24.0% | +13.1% |
| 6M | +8.4% | +9.9% | -1.5% | +4.6% |
| YTD | -1.9% | +48.0% | -49.9% | -11.7% |
| 1Y | +12.3% | +66.2% | -53.8% | -2.0% |
| All | +139.3% | +201.3% | -62.0% | +81.3% |
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