+99.2%
WFC vs Z
+6.9%
+92.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +1.2% | -4.6% | +5.8% | +1.8% |
| 30D | +5.2% | +8.3% | -3.1% | +3.6% |
| 3M | -3.0% | -11.6% | +8.6% | -1.9% |
| 6M | +6.2% | -33.6% | +39.8% | +11.8% |
| YTD | -7.9% | -56.7% | +48.8% | +2.7% |
| 1Y | +0.3% | -59.1% | +59.4% | +12.6% |
| 3Y | +117.7% | -20.4% | +138.1% | +115.9% |
| 5Y | +88.4% | -55.3% | +143.6% | +95.2% |
| 10Y | +147.3% | -14.2% | +161.5% | +99.7% |
| All | +99.2% | +6.9% | +92.3% | +51.2% |
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