+500.0%
APP vs WFC
+128.0%
+372.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.1% |
| 7D | +71.2% | +1.2% | +70.0% | +69.2% |
| 30D | +39.1% | +5.2% | +33.9% | +34.3% |
| 3M | +16.5% | -3.0% | +19.6% | +17.7% |
| 6M | -16.6% | +6.2% | -22.8% | -20.1% |
| YTD | -41.9% | -7.9% | -34.0% | -39.6% |
| 1Y | -37.0% | +0.3% | -37.3% | -37.7% |
| 3Y | +892.4% | +117.7% | +774.7% | +542.2% |
| 5Y | +297.3% | +88.4% | +208.9% | +170.1% |
| All | +500.0% | +128.0% | +372.0% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling