+8,627.7%
WFC vs WMB
+5,535.5%
+3,092.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +1.5% | +3.3% | -1.8% | +0.8% |
| 3M | +10.9% | +3.1% | +7.7% | +9.9% |
| 6M | +8.4% | -0.7% | +9.1% | +8.2% |
| YTD | -1.9% | +25.2% | -27.0% | -6.7% |
| 1Y | +12.3% | +32.9% | -20.5% | +5.5% |
| 3Y | +132.3% | +140.6% | -8.2% | +93.4% |
| 5Y | +130.1% | +273.5% | -143.4% | +75.2% |
| 10Y | +134.4% | +334.2% | -199.8% | +70.2% |
| All | +8,627.7% | +5,535.5% | +3,092.2% | +3,033.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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