+95.0%
WFC vs USB
+24.8%
+70.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.8% |
| 7D | +4.5% | +2.4% | +2.1% | +2.7% |
| 30D | +7.4% | +6.6% | +0.8% | +2.6% |
| 3M | -0.5% | -4.1% | +3.6% | +2.5% |
| 6M | +11.7% | +12.5% | -0.8% | +2.5% |
| YTD | -4.6% | +17.6% | -22.3% | -15.2% |
| 1Y | +2.5% | +36.5% | -34.0% | -18.0% |
| 3Y | +123.9% | +95.4% | +28.5% | +40.3% |
| All | +95.0% | +24.8% | +70.2% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling