+142.4%
WFC vs Z
-5.7%
+148.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +0.4% | -7.1% | +7.5% | +1.5% |
| 30D | +2.5% | -4.8% | +7.2% | +3.0% |
| 3M | +10.0% | -9.3% | +19.3% | +11.1% |
| 6M | +15.1% | -29.0% | +44.0% | +20.2% |
| YTD | -2.2% | -52.9% | +50.7% | +8.3% |
| 1Y | +13.5% | -63.1% | +76.6% | +29.9% |
| 3Y | +135.2% | -36.9% | +172.1% | +142.1% |
| 5Y | +128.3% | -65.5% | +193.8% | +143.8% |
| 10Y | +142.4% | -3.9% | +146.2% | +93.7% |
| All | +142.4% | -5.7% | +148.1% | +93.7% |
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