+112.4%
WFC vs W
+212.4%
-99.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | +7.0% | +6.8% | +0.2% | +6.1% |
| 3M | -1.8% | +10.7% | -12.4% | -3.1% |
| 6M | +18.4% | +86.3% | -67.9% | +9.0% |
| YTD | -5.6% | +11.5% | -17.1% | -8.7% |
| 1Y | +3.9% | +5.1% | -1.2% | +1.0% |
| 3Y | +126.3% | +171.0% | -44.7% | +89.1% |
| 5Y | +91.1% | -56.6% | +147.7% | +76.8% |
| All | +112.4% | +212.4% | -99.9% | +38.0% |
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