+112.4%
WFC vs Z
-16.5%
+128.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.2% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +7.0% | +5.2% | +1.8% | +5.8% |
| 3M | -1.8% | -17.0% | +15.3% | +0.5% |
| 6M | +18.4% | -22.7% | +41.1% | +21.9% |
| YTD | -5.6% | -56.3% | +50.7% | +5.4% |
| 1Y | +3.9% | -57.7% | +61.5% | +16.3% |
| 3Y | +126.3% | -16.5% | +142.9% | +122.6% |
| 5Y | +91.1% | -53.4% | +144.5% | +96.8% |
| All | +112.4% | -16.5% | +128.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling