+133.2%
WFC vs W
+224.6%
-91.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.7% | +1.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | +2.9% | +10.5% | -7.6% | +1.8% |
| 3M | -1.4% | +9.6% | -11.1% | -2.6% |
| 6M | +14.3% | +76.4% | -62.0% | +6.5% |
| YTD | -6.2% | +16.4% | -22.6% | -9.4% |
| 1Y | +1.6% | +9.3% | -7.8% | -1.5% |
| 3Y | +126.9% | +172.8% | -45.9% | +91.8% |
| 5Y | +94.0% | -53.4% | +147.3% | +78.4% |
| 10Y | +134.0% | +243.6% | -109.6% | +55.5% |
| All | +133.2% | +224.6% | -91.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling