+116.4%
WFC vs WM
+47.1%
+69.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | +4.6% | +13.1% | -8.5% | +3.2% |
| 3M | -3.6% | +3.6% | -7.2% | -4.0% |
| 6M | +5.6% | +8.1% | -2.5% | +4.5% |
| YTD | -8.5% | +8.9% | -17.4% | -9.8% |
| 1Y | -0.3% | +20.3% | -20.6% | -3.3% |
| 3Y | +116.4% | +46.2% | +70.3% | +118.0% |
| All | +116.4% | +47.1% | +69.3% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling