-26.4%
ARM vs WFC
+5.7%
-32.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.9% |
| 7D | -15.2% | +1.2% | -16.5% | -15.1% |
| 30D | -40.7% | +5.2% | -45.9% | -41.2% |
| 3M | -39.1% | -3.0% | -36.0% | -38.0% |
| 6M | -26.4% | +6.2% | -32.6% | -25.5% |
| All | -26.4% | +5.7% | -32.1% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling