+145.0%
WFC vs XYZ
+610.4%
-465.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | -4.3% | +4.6% | +1.2% |
| 30D | +1.5% | +1.2% | +0.3% | +1.2% |
| 3M | +10.2% | +14.6% | -4.4% | +7.1% |
| 6M | +18.8% | +22.6% | -3.8% | +13.4% |
| YTD | -1.5% | +21.7% | -23.2% | -6.6% |
| 1Y | +13.5% | +6.7% | +6.8% | +10.0% |
| 3Y | +135.0% | +46.8% | +88.1% | +106.1% |
| 5Y | +130.1% | -68.0% | +198.1% | +146.3% |
| All | +145.0% | +610.4% | -465.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling