+112.4%
WFC vs ACN
+148.3%
-35.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.5% | -3.8% | +6.4% | +4.2% |
| 30D | +7.0% | +16.5% | -9.5% | -0.6% |
| 3M | -1.8% | +41.5% | -43.2% | -17.9% |
| 6M | +18.4% | +60.1% | -41.7% | -9.5% |
| YTD | -5.6% | -3.9% | -1.6% | -7.1% |
| 1Y | +3.9% | +4.1% | -0.2% | -2.8% |
| 3Y | +126.3% | -15.9% | +142.2% | +129.3% |
| 5Y | +91.1% | -26.3% | +117.5% | +105.2% |
| All | +112.4% | +148.3% | -35.8% | +2.4% |
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