+126.7%
WFC vs ACN
-42.9%
+169.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | +1.1% | -4.8% | +5.9% | +2.5% |
| 30D | +0.8% | +1.9% | -1.1% | 0.0% |
| 3M | +9.3% | +3.9% | +5.4% | +6.8% |
| 6M | +10.6% | -15.0% | +25.6% | +15.1% |
| YTD | -4.1% | -31.9% | +27.8% | +7.6% |
| 1Y | +13.6% | -28.5% | +42.1% | +24.4% |
| 3Y | +130.7% | -41.9% | +172.6% | +167.9% |
| 5Y | +126.7% | -42.9% | +169.6% | +148.0% |
| All | +126.7% | -42.9% | +169.7% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling