+118.2%
WFC vs RF
+248.4%
-130.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | +0.9% | +0.3% | +0.5% | +0.6% |
| 30D | +3.3% | +6.2% | -2.9% | -1.0% |
| 3M | -1.4% | -7.8% | +6.4% | +4.5% |
| 6M | +14.7% | +5.9% | +8.8% | +10.0% |
| YTD | -5.9% | +9.0% | -15.0% | -11.8% |
| 1Y | +1.8% | +19.3% | -17.4% | -10.5% |
| 3Y | +124.9% | +116.4% | +8.5% | +28.2% |
| 5Y | +92.7% | +46.0% | +46.7% | +41.3% |
| 10Y | +118.2% | +239.8% | -121.6% | -15.1% |
| All | +118.2% | +248.4% | -130.1% | -15.1% |
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