+8,126.2%
WFC vs USB
+8,119.9%
+6.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.4% |
| 7D | 0.0% | -1.5% | +1.5% | +1.1% |
| 30D | +4.0% | +4.3% | -0.3% | +0.9% |
| 3M | -4.4% | -6.1% | +1.7% | +0.2% |
| 6M | +7.4% | +9.4% | -2.0% | +0.3% |
| YTD | -7.5% | +15.2% | -22.7% | -16.8% |
| 1Y | -0.3% | +32.8% | -33.1% | -19.4% |
| 3Y | +117.2% | +91.3% | +25.9% | +32.8% |
| 5Y | +89.2% | +22.7% | +66.5% | +55.5% |
| 10Y | +148.3% | +97.0% | +51.3% | +47.6% |
| All | +8,126.2% | +8,119.9% | +6.2% | +1,539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling