+118.2%
WFC vs WM
+329.9%
-211.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | +3.3% | +13.7% | -10.4% | -4.5% |
| 3M | -1.4% | +5.2% | -6.7% | -4.7% |
| 6M | +14.7% | +11.2% | +3.5% | +6.5% |
| YTD | -5.9% | +9.4% | -15.3% | -12.6% |
| 1Y | +1.8% | +20.4% | -18.5% | -11.2% |
| 3Y | +124.9% | +44.7% | +80.2% | +64.9% |
| 5Y | +92.7% | +58.5% | +34.3% | +28.0% |
| 10Y | +118.2% | +326.4% | -208.1% | -14.5% |
| All | +118.2% | +329.9% | -211.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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