+8,091.1%
WFC vs AA
+213.5%
+7,877.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | +5.2% | -6.7% | +11.9% | +7.4% |
| 3M | -3.0% | -16.3% | +13.3% | +1.7% |
| 6M | +6.2% | -37.1% | +43.3% | +19.9% |
| YTD | -7.9% | -25.0% | +17.1% | -3.7% |
| 1Y | +0.3% | +8.6% | -8.3% | -7.6% |
| 3Y | +117.7% | +57.2% | +60.5% | +64.7% |
| 5Y | +88.4% | -13.0% | +101.4% | +55.1% |
| 10Y | +147.3% | +65.5% | +81.7% | +31.0% |
| All | +8,091.1% | +213.5% | +7,877.6% | +2,510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling