+118.2%
WFC vs AA
+45.1%
+73.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.5% |
| 7D | +0.9% | +1.2% | -0.4% | +0.4% |
| 30D | +3.3% | -5.0% | +8.3% | +4.5% |
| 3M | -1.4% | -22.2% | +20.8% | +4.7% |
| 6M | +14.7% | -36.3% | +51.0% | +26.7% |
| YTD | -5.9% | -24.2% | +18.3% | -2.7% |
| 1Y | +1.8% | +3.9% | -2.0% | -4.1% |
| 3Y | +124.9% | +67.6% | +57.3% | +72.8% |
| 5Y | +92.7% | -8.8% | +101.6% | +59.2% |
| 10Y | +118.2% | +45.0% | +73.3% | +8.5% |
| All | +118.2% | +45.1% | +73.2% | +8.5% |
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