+8,627.7%
WFC vs AA
+295.2%
+8,332.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | +1.5% | +5.0% | -3.5% | -0.6% |
| 3M | +10.9% | -35.8% | +46.7% | +25.6% |
| 6M | +8.4% | -18.4% | +26.8% | +11.9% |
| YTD | -1.9% | -5.5% | +3.6% | -4.3% |
| 1Y | +12.3% | +61.0% | -48.6% | -9.4% |
| 3Y | +132.3% | +66.2% | +66.1% | +72.2% |
| 5Y | +130.1% | +11.4% | +118.7% | +73.8% |
| 10Y | +134.4% | +116.9% | +17.5% | +13.6% |
| All | +8,627.7% | +295.2% | +8,332.5% | +2,493.9% |
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