+128.3%
WFC vs ACI
-43.7%
+172.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +0.4% | -5.0% | +5.5% | +1.0% |
| 30D | +2.5% | -2.3% | +4.8% | +2.7% |
| 3M | +10.0% | -23.2% | +33.2% | +12.8% |
| 6M | +15.1% | -29.5% | +44.5% | +19.1% |
| YTD | -2.2% | -28.6% | +26.4% | +0.8% |
| 1Y | +13.5% | -34.0% | +47.5% | +17.9% |
| 3Y | +135.2% | -45.0% | +180.2% | +148.4% |
| 5Y | +128.3% | -44.0% | +172.3% | +141.1% |
| All | +128.3% | -43.7% | +172.0% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling