+199.6%
ARM vs WFC
+117.5%
+82.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | +9.1% | +2.5% | +6.6% | +7.7% |
| 30D | -19.9% | +7.0% | -26.9% | -22.8% |
| 3M | -31.6% | -1.8% | -29.9% | -31.1% |
| 6M | -13.9% | +18.4% | -32.3% | -22.4% |
| YTD | +74.3% | -5.6% | +79.9% | +78.2% |
| 1Y | +35.8% | +3.9% | +31.9% | +30.8% |
| 3Y | +268.6% | +126.3% | +142.3% | +97.4% |
| All | +199.6% | +117.5% | +82.2% | +67.9% |
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