+130.7%
WFC vs WAB
+168.6%
-37.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | +0.8% | -2.4% | +3.2% | +1.8% |
| 3M | +9.3% | +9.7% | -0.4% | +3.5% |
| 6M | +10.6% | +16.5% | -5.9% | +1.0% |
| YTD | -4.1% | +33.7% | -37.8% | -18.9% |
| 1Y | +13.6% | +49.7% | -36.1% | -10.0% |
| 3Y | +130.7% | +170.9% | -40.2% | +44.8% |
| All | +130.7% | +168.6% | -37.8% | +44.8% |
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