+112.2%
WFC vs Z
+25.1%
+87.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +3.8% | -3.0% | +6.8% | +4.2% |
| 30D | +1.5% | -4.2% | +5.7% | +1.9% |
| 3M | +10.9% | -3.7% | +14.6% | +11.0% |
| 6M | +8.4% | -24.5% | +32.9% | +12.2% |
| YTD | -1.9% | -49.3% | +47.4% | +7.3% |
| 1Y | +12.3% | -58.7% | +71.0% | +26.2% |
| 3Y | +132.3% | -34.1% | +166.5% | +137.5% |
| 5Y | +130.1% | -64.5% | +194.6% | +144.6% |
| 10Y | +134.4% | -0.5% | +134.9% | +85.7% |
| All | +112.2% | +25.1% | +87.1% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling