+126.7%
WFC vs W
-63.0%
+189.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | +1.1% | +6.5% | -5.4% | +0.4% |
| 30D | +0.8% | -6.2% | +7.0% | +1.4% |
| 3M | +9.3% | +48.9% | -39.6% | +3.4% |
| 6M | +10.6% | +31.2% | -20.6% | +5.6% |
| YTD | -4.1% | -0.4% | -3.6% | -5.8% |
| 1Y | +13.6% | +14.8% | -1.3% | +9.0% |
| 3Y | +130.7% | +40.5% | +90.2% | +104.5% |
| 5Y | +126.7% | -62.1% | +188.9% | +101.0% |
| All | +126.7% | -63.0% | +189.7% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling