+1.8%
WFC vs ADM
+29.5%
-27.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +3.6% | -11.8% | +15.4% | +3.6% |
| 3M | -1.3% | -11.3% | +10.0% | -1.1% |
| 6M | +18.0% | -10.0% | +28.0% | +18.1% |
| YTD | -5.9% | +25.9% | -31.8% | -8.3% |
| 1Y | +1.8% | +26.7% | -24.9% | -0.4% |
| All | +1.8% | +29.5% | -27.7% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling