+308.5%
WFC vs ACI
+25.9%
+282.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +1.5% | +5.9% | -4.4% | +0.9% |
| 3M | +10.9% | -19.8% | +30.6% | +12.8% |
| 6M | +8.4% | -24.7% | +33.2% | +10.9% |
| YTD | -1.9% | -24.4% | +22.5% | +0.1% |
| 1Y | +12.3% | -31.5% | +43.8% | +15.6% |
| 3Y | +132.3% | -38.7% | +171.0% | +140.6% |
| 5Y | +130.1% | -42.8% | +172.9% | +137.5% |
| All | +308.5% | +25.9% | +282.6% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling