+368.2%
WFC vs ACWI
+330.0%
+38.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | -2.4% | +3.6% | +4.4% |
| 30D | +5.2% | -5.2% | +10.4% | +12.6% |
| 3M | -3.0% | -4.8% | +1.8% | +3.1% |
| 6M | +6.2% | -1.3% | +7.5% | +6.9% |
| YTD | -7.9% | +8.4% | -16.3% | -18.5% |
| 1Y | +0.3% | +11.0% | -10.8% | -14.1% |
| 3Y | +117.7% | +70.6% | +47.2% | +4.0% |
| 5Y | +88.4% | +55.3% | +33.0% | +1.9% |
| 10Y | +147.3% | +223.2% | -75.9% | -50.4% |
| All | +368.2% | +330.0% | +38.3% | -36.0% |
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