+112.4%
WFC vs ADI
+631.6%
-519.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.5% |
| 7D | +2.5% | +9.5% | -7.0% | -1.4% |
| 30D | +7.0% | -1.4% | +8.4% | +6.8% |
| 3M | -1.8% | +4.7% | -6.5% | -4.8% |
| 6M | +18.4% | -7.4% | +25.8% | +19.1% |
| YTD | -5.6% | +48.1% | -53.7% | -23.6% |
| 1Y | +3.9% | +69.6% | -65.8% | -21.1% |
| 3Y | +126.3% | +144.4% | -18.0% | +38.3% |
| 5Y | +91.1% | +134.1% | -43.0% | +15.4% |
| All | +112.4% | +631.6% | -519.2% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling