+86.8%
WFC vs RF
+42.5%
+44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +1.2% | -0.9% | +2.2% | +2.0% |
| 30D | +5.2% | +6.0% | -0.8% | +0.9% |
| 3M | -3.0% | -8.9% | +5.9% | +3.7% |
| 6M | +6.2% | +2.3% | +3.9% | +4.3% |
| YTD | -7.9% | +7.6% | -15.5% | -12.9% |
| 1Y | +0.3% | +21.2% | -20.9% | -13.0% |
| 3Y | +117.7% | +108.5% | +9.2% | +28.5% |
| All | +86.8% | +42.5% | +44.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling