+132.1%
WFC vs ACM
+128.0%
+4.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | +0.8% | -12.9% | +13.7% | +7.3% |
| 3M | +9.3% | -6.4% | +15.6% | +11.2% |
| 6M | +10.6% | -29.2% | +39.9% | +30.0% |
| YTD | -4.1% | -29.9% | +25.9% | +12.3% |
| 1Y | +13.6% | -47.3% | +60.8% | +54.8% |
| 3Y | +130.7% | -19.6% | +150.4% | +142.0% |
| 5Y | +126.7% | +5.5% | +121.2% | +98.5% |
| 10Y | +132.1% | +129.7% | +2.4% | +29.1% |
| All | +132.1% | +128.0% | +4.2% | +29.1% |
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