+8,627.7%
WFC vs RF
+1,537.4%
+7,090.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +3.8% | +1.3% | +2.5% | +3.0% |
| 30D | +1.5% | -3.6% | +5.1% | +3.5% |
| 3M | +10.9% | +8.1% | +2.8% | +6.1% |
| 6M | +8.4% | +11.5% | -3.0% | +2.1% |
| YTD | -1.9% | +15.6% | -17.4% | -9.5% |
| 1Y | +12.3% | +15.7% | -3.3% | +3.4% |
| 3Y | +132.3% | +86.9% | +45.4% | +62.9% |
| 5Y | +130.1% | +89.8% | +40.3% | +58.8% |
| 10Y | +134.4% | +344.7% | -210.3% | +0.8% |
| All | +8,627.7% | +1,537.4% | +7,090.3% | +1,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling