+20.3%
ARM vs WFC
+1.3%
+19.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.8% | +5.9% |
| 7D | -5.3% | +0.1% | -5.5% | -5.2% |
| 30D | -30.0% | +2.9% | -33.0% | -30.7% |
| 3M | -34.1% | -1.4% | -32.6% | -33.5% |
| 6M | -12.6% | +14.3% | -27.0% | -18.8% |
| YTD | +70.4% | -6.2% | +76.6% | +71.1% |
| All | +20.3% | +1.3% | +19.0% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling