+868.3%
WFC vs PWR
+8,583.6%
-7,715.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.8% | +3.6% | +0.2% | +2.9% |
| 30D | +1.5% | -8.6% | +10.1% | +3.4% |
| 3M | +10.9% | -13.2% | +24.0% | +13.5% |
| 6M | +8.4% | +9.9% | -1.5% | +4.4% |
| YTD | -1.9% | +48.0% | -49.9% | -12.1% |
| 1Y | +12.3% | +66.2% | -53.8% | -2.4% |
| 3Y | +132.3% | +195.1% | -62.8% | +72.5% |
| 5Y | +130.1% | +442.6% | -312.5% | +46.4% |
| 10Y | +134.4% | +2,334.2% | -2,199.8% | +7.8% |
| All | +868.3% | +8,583.6% | -7,715.3% | +279.5% |
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