+134.0%
WFC vs WM
+337.2%
-203.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +2.9% | +13.3% | -10.4% | -4.6% |
| 3M | -1.4% | +4.4% | -5.8% | -4.3% |
| 6M | +14.3% | +10.8% | +3.5% | +6.3% |
| YTD | -6.2% | +9.1% | -15.3% | -12.8% |
| 1Y | +1.6% | +19.1% | -17.5% | -10.9% |
| 3Y | +126.9% | +45.7% | +81.3% | +65.3% |
| 5Y | +94.0% | +60.4% | +33.5% | +27.1% |
| 10Y | +134.0% | +328.7% | -194.7% | -12.8% |
| All | +134.0% | +337.2% | -203.2% | -12.8% |
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