+663.2%
WFC vs ACN
+1,705.6%
-1,042.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.3% |
| 7D | +3.8% | -1.5% | +5.3% | +4.4% |
| 30D | +1.5% | +9.4% | -7.9% | -2.6% |
| 3M | +10.9% | +5.6% | +5.2% | +5.9% |
| 6M | +8.4% | -9.3% | +17.7% | +9.3% |
| YTD | -1.9% | -29.0% | +27.1% | +9.0% |
| 1Y | +12.3% | -24.7% | +37.0% | +20.9% |
| 3Y | +132.3% | -39.8% | +172.2% | +169.9% |
| 5Y | +130.1% | -40.9% | +171.0% | +164.8% |
| 10Y | +134.4% | +91.1% | +43.3% | +62.9% |
| All | +663.2% | +1,705.6% | -1,042.3% | +167.6% |
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