+108.5%
WFC vs XYZ
+655.2%
-546.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.8% | +1.8% | -3.6% | -2.4% |
| 6M | +18.4% | +21.2% | -2.8% | +13.5% |
| YTD | -5.6% | +29.9% | -35.5% | -11.6% |
| 1Y | +3.9% | +35.8% | -31.9% | -3.7% |
| 3Y | +126.3% | +62.6% | +63.7% | +95.9% |
| 5Y | +91.1% | -62.8% | +153.9% | +98.4% |
| 10Y | +118.5% | +612.0% | -493.4% | +25.6% |
| All | +108.5% | +655.2% | -546.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling