+228.9%
ARM vs WFC
+115.4%
+113.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +5.0% |
| 7D | -15.2% | +1.2% | -16.5% | -15.8% |
| 30D | -40.7% | +5.2% | -45.9% | -42.4% |
| 3M | -39.1% | -3.0% | -36.0% | -38.3% |
| 6M | -26.4% | +6.2% | -32.6% | -29.5% |
| YTD | +59.7% | -7.9% | +67.7% | +65.5% |
| 1Y | +10.3% | +0.3% | +10.1% | +8.5% |
| 3Y | +228.9% | +117.7% | +111.1% | +77.5% |
| All | +228.9% | +115.4% | +113.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling