+142.7%
WFC vs ADI
+634.8%
-492.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +2.3% | -6.0% | +8.2% | +4.8% |
| 3M | +9.8% | -7.7% | +17.5% | +12.2% |
| 6M | +15.6% | +14.0% | +1.6% | +6.4% |
| YTD | -2.4% | +34.4% | -36.8% | -16.9% |
| 1Y | +13.8% | +48.0% | -34.1% | -7.5% |
| 3Y | +134.6% | +113.3% | +21.3% | +53.9% |
| 5Y | +127.9% | +131.1% | -3.2% | +39.2% |
| All | +142.7% | +634.8% | -492.1% | +0.2% |
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