+291.7%
WFC vs ACI
+34.0%
+257.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +3.3% | +9.5% | -6.3% | +2.3% |
| 3M | -1.4% | +10.1% | -11.5% | -2.4% |
| 6M | +14.7% | -15.4% | +30.1% | +16.0% |
| YTD | -5.9% | -19.5% | +13.6% | -4.6% |
| 1Y | +1.8% | -21.0% | +22.8% | +3.4% |
| 3Y | +124.9% | -31.2% | +156.1% | +130.3% |
| 5Y | +92.7% | -40.6% | +133.3% | +98.1% |
| All | +291.7% | +34.0% | +257.7% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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