+144.0%
WFC vs USB
+93.8%
+50.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.2% |
| 7D | 0.0% | -1.5% | +1.5% | +1.3% |
| 30D | +4.0% | +4.3% | -0.3% | +0.4% |
| 3M | -4.4% | -6.1% | +1.7% | +0.8% |
| 6M | +7.4% | +9.4% | -2.0% | -0.7% |
| YTD | -7.5% | +15.2% | -22.7% | -18.1% |
| 1Y | -0.3% | +32.8% | -33.1% | -21.8% |
| 3Y | +117.2% | +91.3% | +25.9% | +23.1% |
| 5Y | +89.2% | +22.7% | +66.5% | +53.6% |
| All | +144.0% | +93.8% | +50.1% | +13.9% |
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