+90.7%
WFC vs XYZ
-63.1%
+153.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +7.0% | +11.5% | -4.5% | +4.6% |
| 3M | -1.8% | +1.8% | -3.6% | -2.4% |
| 6M | +18.4% | +21.2% | -2.8% | +13.3% |
| YTD | -5.6% | +29.9% | -35.5% | -11.8% |
| 1Y | +3.9% | +35.8% | -31.9% | -4.0% |
| 3Y | +126.3% | +62.6% | +63.7% | +94.1% |
| All | +90.7% | -63.1% | +153.7% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling