+299.5%
WFC vs ACM
+233.3%
+66.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.2% | +5.4% | -4.1% | -1.5% |
| 30D | +5.2% | +15.1% | -9.9% | -2.4% |
| 3M | -3.0% | -10.5% | +7.4% | +1.4% |
| 6M | +6.2% | -19.7% | +25.9% | +16.2% |
| YTD | -7.9% | -28.8% | +20.9% | +6.4% |
| 1Y | +0.3% | -47.9% | +48.1% | +36.6% |
| 3Y | +117.7% | -12.4% | +130.1% | +119.0% |
| 5Y | +88.4% | +0.6% | +87.8% | +73.1% |
| 10Y | +147.3% | +161.3% | -14.0% | +27.1% |
| All | +299.5% | +233.3% | +66.1% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling