+126.7%
WFC vs ADM
+64.4%
+62.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +0.8% | +11.0% | -10.2% | -1.8% |
| 3M | +9.3% | +6.0% | +3.3% | +7.4% |
| 6M | +10.6% | +26.9% | -16.3% | +3.3% |
| YTD | -4.1% | +50.0% | -54.1% | -14.8% |
| 1Y | +13.6% | +39.6% | -26.0% | +2.6% |
| 3Y | +130.7% | +18.5% | +112.2% | +117.7% |
| 5Y | +126.7% | +62.6% | +64.2% | +78.5% |
| All | +126.7% | +64.4% | +62.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling