+185.4%
ARM vs WFC
+116.7%
+68.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -10.4% | +0.9% | -11.2% | -10.6% |
| 30D | -31.8% | +3.3% | -35.1% | -33.0% |
| 3M | -32.2% | -1.4% | -30.8% | -31.9% |
| 6M | -14.9% | +14.7% | -29.6% | -22.0% |
| YTD | +66.0% | -5.9% | +71.9% | +70.1% |
| 1Y | +17.2% | +1.8% | +15.4% | +14.3% |
| 3Y | +247.2% | +124.9% | +122.3% | +86.7% |
| All | +185.4% | +116.7% | +68.7% | +60.2% |
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