+112.4%
WFC vs AA
+42.1%
+70.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +7.0% | -0.6% | +7.6% | +7.0% |
| 3M | -1.8% | -19.7% | +17.9% | +3.5% |
| 6M | +18.4% | -41.6% | +60.0% | +34.0% |
| YTD | -5.6% | -24.6% | +19.0% | -2.2% |
| 1Y | +3.9% | +4.9% | -1.0% | -2.3% |
| 3Y | +126.3% | +66.8% | +59.5% | +74.1% |
| 5Y | +91.1% | -19.4% | +110.5% | +64.8% |
| All | +112.4% | +42.1% | +70.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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