+128.3%
WFC vs WCN
+27.0%
+101.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +0.4% | -1.7% | +2.2% | +0.9% |
| 30D | +2.5% | -3.0% | +5.4% | +3.3% |
| 3M | +10.0% | +2.5% | +7.4% | +8.8% |
| 6M | +15.1% | -5.7% | +20.8% | +16.5% |
| YTD | -2.2% | -7.4% | +5.2% | -0.6% |
| 1Y | +13.5% | -8.6% | +22.1% | +15.7% |
| 3Y | +135.2% | +19.4% | +115.8% | +115.6% |
| 5Y | +128.3% | +27.2% | +101.1% | +107.0% |
| All | +128.3% | +27.0% | +101.3% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling