+142.4%
WFC vs W
+142.4%
0.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +0.4% | +5.9% | -5.5% | -0.2% |
| 30D | +2.5% | -3.0% | +5.5% | +2.7% |
| 3M | +10.0% | +40.3% | -30.4% | +4.9% |
| 6M | +15.1% | +32.2% | -17.2% | +9.8% |
| YTD | -2.2% | -0.3% | -1.9% | -4.0% |
| 1Y | +13.5% | +16.2% | -2.7% | +8.8% |
| 3Y | +135.2% | +40.7% | +94.5% | +109.8% |
| 5Y | +128.3% | -62.3% | +190.7% | +114.8% |
| 10Y | +142.4% | +162.2% | -19.8% | +44.1% |
| All | +142.4% | +142.4% | 0.0% | +44.1% |
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