+193.0%
ARM vs WFC
+116.0%
+76.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.8% | +5.7% |
| 7D | -5.3% | +0.1% | -5.5% | -5.2% |
| 30D | -30.0% | +2.9% | -33.0% | -31.1% |
| 3M | -34.1% | -1.4% | -32.6% | -33.7% |
| 6M | -12.6% | +14.3% | -27.0% | -19.8% |
| YTD | +70.4% | -6.2% | +76.6% | +74.9% |
| 1Y | +22.3% | +1.6% | +20.7% | +19.4% |
| 3Y | +261.2% | +126.9% | +134.3% | +92.9% |
| All | +193.0% | +116.0% | +76.9% | +64.8% |
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