+126.3%
WFC vs WAB
+168.8%
-42.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | +2.5% | +5.1% | -2.6% | +0.2% |
| 30D | +7.0% | +4.0% | +3.0% | +4.9% |
| 3M | -1.8% | +0.1% | -1.9% | -2.1% |
| 6M | +18.4% | +12.8% | +5.6% | +10.4% |
| YTD | -5.6% | +40.1% | -45.7% | -22.3% |
| 1Y | +3.9% | +46.4% | -42.5% | -16.6% |
| 3Y | +126.3% | +167.4% | -41.0% | +43.2% |
| All | +126.3% | +168.8% | -42.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling