+808.8%
WFC vs PWR
+7,422.2%
-6,613.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -1.8% |
| 7D | +1.2% | -12.9% | +14.1% | +3.9% |
| 30D | +5.2% | -22.8% | +28.1% | +10.7% |
| 3M | -3.0% | -19.0% | +16.0% | +0.6% |
| 6M | +6.2% | -31.1% | +37.3% | +13.3% |
| YTD | -7.9% | +28.2% | -36.1% | -15.6% |
| 1Y | +0.3% | +22.2% | -21.9% | -7.2% |
| 3Y | +117.7% | +222.1% | -104.4% | +57.2% |
| 5Y | +88.4% | +364.1% | -275.7% | +23.2% |
| 10Y | +147.3% | +1,864.5% | -1,717.2% | +18.1% |
| All | +808.8% | +7,422.2% | -6,613.5% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling