+99.4%
WMT vs WFC
+133.1%
-33.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.5% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -5.8% | +2.5% | -8.3% | -6.1% |
| 3M | -10.8% | +10.0% | -20.7% | -11.9% |
| 6M | -14.3% | +15.1% | -29.4% | -16.0% |
| YTD | -4.4% | -2.2% | -2.2% | -4.2% |
| 1Y | +4.3% | +13.5% | -9.1% | +1.9% |
| All | +99.4% | +133.1% | -33.7% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 3y: compounded portfolio wealth divided by compounded WFC 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…
3y analysis · Full analysis span regression · 6 months rolling