+128.3%
WFC vs ADI
+143.1%
-14.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.4% | +2.6% | -2.2% | -0.4% |
| 30D | +2.5% | -4.6% | +7.1% | +4.0% |
| 3M | +10.0% | -9.5% | +19.5% | +12.7% |
| 6M | +15.1% | +14.8% | +0.2% | +6.7% |
| YTD | -2.2% | +35.8% | -38.0% | -15.3% |
| 1Y | +13.5% | +48.9% | -35.5% | -5.6% |
| 3Y | +135.2% | +115.6% | +19.7% | +61.1% |
| 5Y | +128.3% | +135.1% | -6.8% | +41.1% |
| All | +128.3% | +143.1% | -14.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling