+128.9%
WFC vs W
+210.4%
-81.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.2% | -3.6% | +4.8% | +1.6% |
| 30D | +5.2% | +7.0% | -1.8% | +4.4% |
| 3M | -3.0% | +7.4% | -10.4% | -4.0% |
| 6M | +6.2% | +69.3% | -63.1% | -0.7% |
| YTD | -7.9% | +11.3% | -19.2% | -10.7% |
| 1Y | +0.3% | +13.2% | -12.9% | -3.1% |
| 3Y | +117.7% | +142.0% | -24.3% | +86.2% |
| 5Y | +88.4% | -54.6% | +143.0% | +73.8% |
| 10Y | +147.3% | +243.7% | -96.4% | +64.6% |
| All | +128.9% | +210.4% | -81.4% | +53.2% |
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