+8,627.7%
WFC vs ADM
+1,908.9%
+6,718.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +3.8% | 0.0% | +2.3% |
| 30D | +1.5% | +9.8% | -8.3% | -2.3% |
| 3M | +10.9% | +2.1% | +8.7% | +9.5% |
| 6M | +8.4% | +27.5% | -19.1% | -2.4% |
| YTD | -1.9% | +50.2% | -52.1% | -17.6% |
| 1Y | +12.3% | +40.6% | -28.2% | -3.6% |
| 3Y | +132.3% | +17.2% | +115.1% | +106.6% |
| 5Y | +130.1% | +61.9% | +68.2% | +76.3% |
| 10Y | +134.4% | +159.3% | -24.9% | +50.4% |
| All | +8,627.7% | +1,908.9% | +6,718.8% | +2,569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling