+3.9%
WFC vs XYZ
+29.4%
-25.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +7.0% | +11.5% | -4.5% | +5.8% |
| 3M | -1.8% | +1.8% | -3.6% | -2.3% |
| 6M | +18.4% | +21.2% | -2.8% | +16.5% |
| YTD | -5.6% | +29.9% | -35.5% | -7.3% |
| 1Y | +3.9% | +35.8% | -31.9% | +1.5% |
| All | +3.9% | +29.4% | -25.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling