+117.8%
WFC vs ADI
+635.8%
-518.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +0.9% | -6.3% | +7.2% | +3.1% |
| 30D | +3.3% | -3.2% | +6.4% | +3.8% |
| 3M | -1.4% | +2.8% | -4.2% | -3.6% |
| 6M | +14.7% | -5.0% | +19.7% | +14.0% |
| YTD | -5.9% | +46.3% | -52.2% | -23.5% |
| 1Y | +1.8% | +71.6% | -69.8% | -23.1% |
| 3Y | +124.9% | +139.2% | -14.3% | +38.7% |
| 5Y | +92.7% | +136.4% | -43.7% | +15.7% |
| All | +117.8% | +635.8% | -518.0% | -13.0% |
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