+296.4%
ARM vs WFC
+126.0%
+170.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.4% |
| 7D | +5.5% | +3.8% | +1.7% | +3.2% |
| 30D | -8.2% | +1.5% | -9.7% | -9.1% |
| 3M | -35.9% | +10.9% | -46.8% | -39.8% |
| 6M | +103.1% | +8.4% | +94.7% | +92.4% |
| YTD | +130.6% | -1.9% | +132.5% | +131.1% |
| 1Y | +86.1% | +12.3% | +73.7% | +70.7% |
| All | +296.4% | +126.0% | +170.4% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling