+8,381.3%
WFC vs WM
+28,817.6%
-20,436.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +4.5% | +5.9% | -1.4% | +3.0% |
| 30D | +7.4% | +15.4% | -8.0% | +3.4% |
| 3M | -0.5% | +6.3% | -6.9% | -2.2% |
| 6M | +11.7% | +5.6% | +6.1% | +9.8% |
| YTD | -4.6% | +9.9% | -14.6% | -7.5% |
| 1Y | +2.5% | +20.8% | -18.3% | -3.0% |
| 3Y | +123.9% | +48.5% | +75.4% | +99.3% |
| 5Y | +94.3% | +60.6% | +33.8% | +68.7% |
| 10Y | +156.0% | +349.8% | -193.8% | +77.0% |
| All | +8,381.3% | +28,817.6% | -20,436.3% | +3,920.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling