+134.0%
WFC vs ACM
+147.1%
-13.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | -0.9% |
| 7D | +0.1% | +6.9% | -6.8% | -3.4% |
| 30D | +2.9% | +19.1% | -16.1% | -6.2% |
| 3M | -1.4% | -6.9% | +5.5% | +1.1% |
| 6M | +14.3% | -12.0% | +26.4% | +19.2% |
| YTD | -6.2% | -25.1% | +18.9% | +5.9% |
| 1Y | +1.6% | -45.4% | +47.0% | +36.6% |
| 3Y | +126.9% | -6.9% | +133.8% | +118.6% |
| 5Y | +94.0% | +3.7% | +90.2% | +72.2% |
| 10Y | +134.0% | +135.8% | -1.7% | +30.9% |
| All | +134.0% | +147.1% | -13.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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