+3,587.0%
WFC vs WWD
+15,408.5%
-11,821.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | +1.5% | -7.2% | +8.6% | +4.3% |
| 3M | +10.9% | -3.8% | +14.7% | +11.6% |
| 6M | +8.4% | -9.9% | +18.3% | +11.3% |
| YTD | -1.9% | +14.8% | -16.7% | -8.9% |
| 1Y | +12.3% | +42.1% | -29.7% | -4.9% |
| 3Y | +132.3% | +170.8% | -38.5% | +49.1% |
| 5Y | +130.1% | +197.5% | -67.4% | +39.5% |
| 10Y | +134.4% | +477.8% | -343.4% | +6.7% |
| All | +3,587.0% | +15,408.5% | -11,821.5% | +907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling