+142.9%
WFC vs USB
+92.8%
+50.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +5.2% | +5.8% | -0.6% | +0.3% |
| 3M | -3.0% | -6.0% | +2.9% | +2.1% |
| 6M | +6.2% | +7.8% | -1.6% | -0.5% |
| YTD | -7.9% | +14.6% | -22.5% | -18.1% |
| 1Y | +0.3% | +31.8% | -31.5% | -20.8% |
| 3Y | +117.7% | +91.5% | +26.2% | +23.3% |
| 5Y | +88.4% | +22.0% | +66.3% | +53.6% |
| All | +142.9% | +92.8% | +50.1% | +13.8% |
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