+1.0%
WFC vs Q
+77.9%
-76.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.1% | +1.3% |
| 7D | +0.1% | +8.4% | -8.3% | -0.5% |
| 30D | +2.9% | -1.2% | +4.1% | +2.9% |
| 3M | -1.4% | -9.3% | +7.9% | -0.8% |
| 6M | +14.3% | -15.0% | +29.3% | +14.6% |
| YTD | -6.2% | +53.5% | -59.7% | -12.5% |
| 1Y | +1.6% | +35.9% | -34.3% | -3.6% |
| All | +1.0% | +77.9% | -76.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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