+8,296.9%
WFC vs WY
+612.4%
+7,684.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.9% |
| 30D | +7.0% | +10.1% | -3.1% | +1.8% |
| 3M | -1.8% | -15.4% | +13.6% | +5.9% |
| 6M | +18.4% | -8.3% | +26.7% | +21.8% |
| YTD | -5.6% | -9.8% | +4.2% | -2.8% |
| 1Y | +3.9% | -3.9% | +7.8% | +3.4% |
| 3Y | +126.3% | -23.3% | +149.6% | +145.6% |
| 5Y | +91.1% | -31.2% | +122.3% | +115.7% |
| 10Y | +118.5% | +5.5% | +113.0% | +86.8% |
| All | +8,296.9% | +612.4% | +7,684.5% | +2,990.6% |
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