+8,627.7%
WFC vs WY
+688.1%
+7,939.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | +3.8% | -1.7% | +5.5% | +4.7% |
| 30D | +1.5% | -10.1% | +11.6% | +6.7% |
| 3M | +10.9% | -5.1% | +16.0% | +12.9% |
| 6M | +8.4% | -4.8% | +13.2% | +9.9% |
| YTD | -1.9% | -0.2% | -1.6% | -3.4% |
| 1Y | +12.3% | -6.6% | +19.0% | +13.6% |
| 3Y | +132.3% | -22.7% | +155.1% | +152.6% |
| 5Y | +130.1% | -22.2% | +152.3% | +144.7% |
| 10Y | +134.4% | +7.3% | +127.1% | +98.9% |
| All | +8,627.7% | +688.1% | +7,939.6% | +2,973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling