+137.0%
WFC vs USB
+107.5%
+29.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.1% |
| 7D | +3.8% | +1.4% | +2.3% | +2.5% |
| 30D | +1.5% | -1.3% | +2.8% | +2.6% |
| 3M | +10.9% | +15.2% | -4.4% | -1.7% |
| 6M | +8.4% | +18.8% | -10.4% | -6.4% |
| YTD | -1.9% | +21.0% | -22.9% | -16.6% |
| 1Y | +12.3% | +34.0% | -21.7% | -12.6% |
| 3Y | +132.3% | +95.3% | +37.0% | +28.0% |
| 5Y | +130.1% | +40.4% | +89.7% | +64.7% |
| All | +137.0% | +107.5% | +29.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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