+111.7%
WFC vs ACWI
+225.4%
-113.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.6% |
| 7D | +1.7% | +2.7% | -1.0% | -1.4% |
| 30D | +6.8% | -2.6% | +9.4% | +10.0% |
| 3M | -3.0% | -3.2% | +0.2% | +0.5% |
| 6M | +15.4% | +1.9% | +13.5% | +11.9% |
| YTD | -5.9% | +11.3% | -17.3% | -18.4% |
| 1Y | +1.7% | +11.7% | -10.0% | -12.2% |
| 3Y | +124.9% | +74.4% | +50.5% | +11.5% |
| 5Y | +90.5% | +59.5% | +31.0% | +6.6% |
| All | +111.7% | +225.4% | -113.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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