+2.5%
WFC vs ADI
+76.5%
-74.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | +4.5% | -5.1% | +9.6% | +5.1% |
| 30D | +7.4% | -3.1% | +10.4% | +7.7% |
| 3M | -0.5% | +7.1% | -7.7% | -1.6% |
| 6M | +11.7% | +2.9% | +8.8% | +9.1% |
| YTD | -4.6% | +51.1% | -55.8% | -17.0% |
| 1Y | +2.5% | +79.3% | -76.8% | -16.0% |
| All | +2.5% | +76.5% | -74.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling