+8,126.2%
WFC vs RF
+1,429.2%
+6,697.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.9% |
| 30D | +4.0% | +5.0% | -1.0% | +1.3% |
| 3M | -4.4% | -10.0% | +5.6% | +1.4% |
| 6M | +7.4% | +3.3% | +4.0% | +5.5% |
| YTD | -7.5% | +7.9% | -15.5% | -11.4% |
| 1Y | -0.3% | +21.2% | -21.6% | -10.5% |
| 3Y | +117.2% | +105.8% | +11.4% | +45.5% |
| 5Y | +89.2% | +43.7% | +45.4% | +52.5% |
| 10Y | +148.3% | +289.4% | -141.1% | +14.8% |
| All | +8,126.2% | +1,429.2% | +6,697.0% | +1,352.1% |
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 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