+398.9%
WFC vs ACWI
+356.8%
+42.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +0.5% | +3.3% | +3.1% |
| 30D | +1.5% | +0.9% | +0.6% | +0.3% |
| 3M | +10.9% | +2.4% | +8.5% | +6.8% |
| 6M | +8.4% | +12.4% | -3.9% | -8.2% |
| YTD | -1.9% | +15.2% | -17.0% | -19.6% |
| 1Y | +12.3% | +22.7% | -10.4% | -15.6% |
| 3Y | +132.3% | +75.8% | +56.5% | +7.0% |
| 5Y | +130.1% | +67.7% | +62.3% | +12.6% |
| 10Y | +134.4% | +229.0% | -94.6% | -53.9% |
| All | +398.9% | +356.8% | +42.1% | -36.8% |
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