+127.9%
WFC vs WY
-22.3%
+150.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +1.7% |
| 30D | +2.3% | -11.3% | +13.6% | +7.0% |
| 3M | +9.8% | -8.1% | +17.9% | +12.8% |
| 6M | +15.6% | -7.4% | +23.0% | +18.2% |
| YTD | -2.4% | -4.7% | +2.3% | -2.1% |
| 1Y | +13.8% | -9.2% | +23.0% | +16.3% |
| 3Y | +134.6% | -24.7% | +159.3% | +155.5% |
| 5Y | +127.9% | -21.6% | +149.5% | +145.3% |
| All | +127.9% | -22.3% | +150.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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