+13.8%
WFC vs XYZ
+4.3%
+9.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.3% | -5.2% | +5.4% | +0.7% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +9.8% | +18.7% | -8.9% | +8.2% |
| 6M | +15.6% | +20.5% | -5.0% | +13.0% |
| YTD | -2.4% | +21.5% | -23.9% | -4.0% |
| 1Y | +13.8% | +7.2% | +6.6% | +16.9% |
| All | +13.8% | +4.3% | +9.5% | +16.9% |
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