+131.4%
WMT vs WFC
+124.5%
+6.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -6.4% | +2.3% | -8.7% | -6.7% |
| 3M | -12.1% | +9.8% | -21.9% | -13.2% |
| 6M | -15.0% | +15.6% | -30.5% | -16.7% |
| YTD | -4.5% | -2.4% | -2.1% | -4.4% |
| 1Y | +6.2% | +13.8% | -7.6% | +3.9% |
| 3Y | +99.9% | +134.6% | -34.8% | +78.9% |
| 5Y | +131.4% | +127.9% | +3.5% | +104.4% |
| All | +131.4% | +124.5% | +6.9% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling