+8,627.7%
WFC vs ADI
+36,130.1%
-27,502.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +3.8% | +0.4% | +3.3% | +3.7% |
| 30D | +1.5% | -3.8% | +5.3% | +2.3% |
| 3M | +10.9% | -15.3% | +26.1% | +14.3% |
| 6M | +8.4% | +6.7% | +1.7% | +5.9% |
| YTD | -1.9% | +34.8% | -36.6% | -9.2% |
| 1Y | +12.3% | +49.0% | -36.7% | +1.5% |
| 3Y | +132.3% | +108.1% | +24.2% | +92.5% |
| 5Y | +130.1% | +142.4% | -12.4% | +83.2% |
| 10Y | +134.4% | +589.9% | -455.5% | +50.7% |
| All | +8,627.7% | +36,130.1% | -27,502.4% | +2,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling