+145.0%
WFC vs ACN
+97.5%
+47.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | -0.6% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +1.5% | +2.1% | -0.6% | +0.1% |
| 3M | +10.2% | +11.1% | -0.9% | +2.2% |
| 6M | +18.8% | -6.8% | +25.6% | +18.9% |
| YTD | -1.5% | -30.0% | +28.5% | +13.5% |
| 1Y | +13.5% | -23.1% | +36.7% | +23.2% |
| 3Y | +135.0% | -40.4% | +175.4% | +183.4% |
| 5Y | +130.1% | -41.6% | +171.6% | +171.0% |
| All | +145.0% | +97.5% | +47.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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