+1.8%
WFC vs ACI
-21.6%
+23.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +3.3% | +9.5% | -6.3% | +3.1% |
| 3M | -1.4% | +10.1% | -11.5% | -1.5% |
| 6M | +14.7% | -15.4% | +30.1% | +14.2% |
| YTD | -5.9% | -19.5% | +13.6% | -7.4% |
| 1Y | +1.8% | -21.0% | +22.8% | +0.6% |
| All | +1.8% | -21.6% | +23.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling