+365.4%
WFC vs ACWI
+330.0%
+35.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.6% | -2.4% | +3.0% | +3.8% |
| 30D | +4.6% | -5.2% | +9.8% | +11.9% |
| 3M | -3.6% | -4.8% | +1.2% | +2.5% |
| 6M | +5.6% | -1.3% | +6.9% | +6.3% |
| YTD | -8.5% | +8.4% | -16.8% | -19.0% |
| 1Y | -0.3% | +11.0% | -11.3% | -14.6% |
| 3Y | +116.4% | +70.6% | +45.9% | +3.4% |
| 5Y | +87.2% | +55.3% | +31.9% | +1.3% |
| 10Y | +145.8% | +223.2% | -77.4% | -50.7% |
| All | +365.4% | +330.0% | +35.5% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling