+118.2%
WFC vs W
+228.8%
-110.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +3.3% | +6.4% | -3.2% | +2.4% |
| 3M | -1.4% | +9.0% | -10.4% | -2.7% |
| 6M | +14.7% | +69.8% | -55.1% | +6.7% |
| YTD | -5.9% | +12.1% | -18.0% | -9.0% |
| 1Y | +1.8% | 0.0% | +1.8% | -0.5% |
| 3Y | +124.9% | +160.3% | -35.4% | +88.6% |
| 5Y | +92.7% | -53.3% | +146.0% | +76.9% |
| 10Y | +118.2% | +217.0% | -98.7% | +41.1% |
| All | +118.2% | +228.8% | -110.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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