+8,919.3%
WMT vs WFC
+8,480.1%
+439.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +0.1% | +1.1% | -0.9% | -0.1% |
| 30D | -5.0% | +0.8% | -5.8% | -5.1% |
| 3M | -11.3% | +9.3% | -20.6% | -13.0% |
| 6M | -13.8% | +10.6% | -24.4% | -15.8% |
| YTD | -4.2% | -4.1% | -0.1% | -3.9% |
| 1Y | +4.6% | +13.6% | -9.0% | +1.2% |
| 3Y | +100.5% | +130.7% | -30.3% | +65.4% |
| 5Y | +129.7% | +126.7% | +2.9% | +86.4% |
| 10Y | +423.4% | +132.1% | +291.3% | +300.0% |
| All | +8,919.3% | +8,480.1% | +439.1% | +1,560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling