+307.1%
WFC vs ACI
+18.9%
+288.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +0.4% | -5.0% | +5.5% | +0.9% |
| 30D | +2.5% | -2.3% | +4.8% | +2.7% |
| 3M | +10.0% | -23.2% | +33.2% | +12.4% |
| 6M | +15.1% | -29.5% | +44.5% | +18.4% |
| YTD | -2.2% | -28.6% | +26.4% | +0.3% |
| 1Y | +13.5% | -34.0% | +47.5% | +17.1% |
| 3Y | +135.2% | -45.0% | +180.2% | +145.9% |
| 5Y | +128.3% | -44.0% | +172.3% | +136.6% |
| All | +307.1% | +18.9% | +288.2% | +330.1% |
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