+142.4%
WFC vs ADM
+171.4%
-29.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.8% |
| 7D | +0.4% | +1.4% | -0.9% | -0.2% |
| 30D | +2.5% | +8.2% | -5.8% | -1.6% |
| 3M | +10.0% | +8.7% | +1.3% | +4.9% |
| 6M | +15.1% | +29.1% | -14.0% | -0.3% |
| YTD | -2.2% | +53.7% | -55.9% | -23.2% |
| 1Y | +13.5% | +43.2% | -29.8% | -8.1% |
| 3Y | +135.2% | +21.4% | +113.8% | +101.0% |
| 5Y | +128.3% | +67.1% | +61.2% | +43.7% |
| 10Y | +142.4% | +176.6% | -34.2% | +0.8% |
| All | +142.4% | +171.4% | -29.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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