+102.9%
WFC vs Z
+10.9%
+92.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -1.9% | +1.3% |
| 7D | +0.1% | -5.2% | +5.3% | +0.8% |
| 30D | +2.9% | +5.7% | -2.8% | +1.8% |
| 3M | -1.4% | -8.7% | +7.3% | -0.7% |
| 6M | +14.3% | -26.0% | +40.3% | +18.4% |
| YTD | -6.2% | -55.0% | +48.8% | +4.0% |
| 1Y | +1.6% | -58.0% | +59.6% | +13.6% |
| 3Y | +126.9% | -15.2% | +142.1% | +122.9% |
| 5Y | +94.0% | -53.8% | +147.8% | +100.0% |
| 10Y | +134.0% | -14.5% | +148.6% | +88.8% |
| All | +102.9% | +10.9% | +92.0% | +53.2% |
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