+632.2%
WFC vs ACN
+2,372.6%
-1,740.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -1.3% | -4.0% | +2.7% | +0.3% |
| 30D | +3.6% | +19.0% | -15.4% | -4.1% |
| 3M | -1.3% | +42.2% | -43.5% | -16.5% |
| 6M | +18.0% | +50.1% | -32.2% | -4.9% |
| YTD | -5.9% | -2.7% | -3.1% | -9.8% |
| 1Y | +1.8% | +7.6% | -5.8% | -7.0% |
| 3Y | +125.0% | -15.9% | +140.9% | +123.8% |
| 5Y | +92.0% | -24.4% | +116.3% | +96.8% |
| 10Y | +117.9% | +151.4% | -33.5% | +33.0% |
| All | +632.2% | +2,372.6% | -1,740.4% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling