+126.7%
WFC vs WWD
+192.1%
-65.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +0.8% | -6.4% | +7.2% | +3.1% |
| 3M | +9.3% | -5.6% | +14.9% | +10.6% |
| 6M | +10.6% | -9.1% | +19.7% | +12.8% |
| YTD | -4.1% | +12.5% | -16.6% | -10.2% |
| 1Y | +13.6% | +41.3% | -27.8% | -3.6% |
| 3Y | +130.7% | +170.2% | -39.5% | +45.2% |
| 5Y | +126.7% | +192.5% | -65.8% | +33.0% |
| All | +126.7% | +192.1% | -65.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling