+8,126.2%
WFC vs WM
+29,154.7%
-21,028.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | 0.0% | +4.5% | -4.5% | -1.1% |
| 30D | +4.0% | +16.1% | -12.0% | +0.1% |
| 3M | -4.4% | +8.0% | -12.4% | -6.4% |
| 6M | +7.4% | +8.4% | -1.1% | +4.8% |
| YTD | -7.5% | +11.2% | -18.7% | -10.6% |
| 1Y | -0.3% | +22.3% | -22.7% | -6.0% |
| 3Y | +117.2% | +50.2% | +67.0% | +92.7% |
| 5Y | +89.2% | +63.3% | +25.9% | +63.5% |
| 10Y | +148.3% | +355.0% | -206.7% | +71.1% |
| All | +8,126.2% | +29,154.7% | -21,028.5% | +3,787.2% |
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