+117.7%
WFC vs ACM
-12.3%
+130.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.2% | +5.4% | -4.1% | -0.4% |
| 30D | +5.2% | +15.1% | -9.9% | +0.8% |
| 3M | -3.0% | -10.5% | +7.4% | 0.0% |
| 6M | +6.2% | -19.7% | +25.9% | +13.7% |
| YTD | -7.9% | -28.8% | +20.9% | +3.0% |
| 1Y | +0.3% | -47.9% | +48.1% | +29.3% |
| 3Y | +117.7% | -12.4% | +130.1% | +116.8% |
| All | +117.7% | -12.3% | +130.0% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling