+132.1%
WFC vs RF
+334.9%
-202.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.4% |
| 7D | +1.1% | +2.7% | -1.6% | -0.8% |
| 30D | +0.8% | -3.4% | +4.2% | +3.3% |
| 3M | +9.3% | +6.4% | +2.9% | +4.4% |
| 6M | +10.6% | +13.4% | -2.8% | +1.0% |
| YTD | -4.1% | +14.2% | -18.3% | -13.1% |
| 1Y | +13.6% | +15.7% | -2.1% | +1.7% |
| 3Y | +130.7% | +91.3% | +39.4% | +42.0% |
| 5Y | +126.7% | +89.8% | +37.0% | +37.1% |
| 10Y | +132.1% | +336.7% | -204.5% | -26.6% |
| All | +132.1% | +334.9% | -202.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling