+143.9%
WFC vs W
+176.2%
-32.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +0.6% |
| 7D | +3.8% | -4.2% | +8.0% | +4.2% |
| 30D | +1.5% | -7.6% | +9.0% | +2.2% |
| 3M | +10.9% | +37.2% | -26.3% | +6.3% |
| 6M | +8.4% | +26.3% | -17.9% | +4.3% |
| YTD | -1.9% | -1.0% | -0.9% | -3.5% |
| 1Y | +12.3% | +20.1% | -7.7% | +7.6% |
| 3Y | +132.3% | +37.8% | +94.5% | +109.5% |
| 5Y | +130.1% | -63.7% | +193.7% | +117.2% |
| 10Y | +134.4% | +156.3% | -21.9% | +59.6% |
| All | +143.9% | +176.2% | -32.3% | +65.6% |
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