+142.7%
WFC vs WCN
+235.2%
-92.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +0.3% | -4.4% | +4.7% | +2.6% |
| 30D | +2.3% | -4.4% | +6.7% | +4.6% |
| 3M | +9.8% | +0.5% | +9.3% | +8.8% |
| 6M | +15.6% | -3.3% | +18.8% | +16.3% |
| YTD | -2.4% | -8.5% | +6.0% | +0.7% |
| 1Y | +13.8% | -8.9% | +22.8% | +17.5% |
| 3Y | +134.6% | +18.0% | +116.6% | +102.0% |
| 5Y | +127.9% | +25.0% | +102.9% | +84.3% |
| All | +142.7% | +235.2% | -92.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling