+133.3%
WFC vs XYZ
+47.2%
+86.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +0.4% | -3.7% | +4.2% | +1.1% |
| 30D | +2.5% | +0.5% | +1.9% | +2.2% |
| 3M | +10.0% | +16.3% | -6.3% | +6.5% |
| 6M | +15.1% | +21.1% | -6.1% | +9.9% |
| YTD | -2.2% | +22.0% | -24.2% | -7.2% |
| 1Y | +13.5% | +5.2% | +8.3% | +10.7% |
| All | +133.3% | +47.2% | +86.2% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling