+8,272.6%
WFC vs ADM
+1,583.8%
+6,688.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +3.6% | -11.8% | +15.4% | +8.4% |
| 3M | -1.3% | -11.3% | +10.0% | +2.9% |
| 6M | +18.0% | -10.0% | +28.0% | +21.6% |
| YTD | -5.9% | +25.9% | -31.8% | -15.7% |
| 1Y | +1.8% | +26.7% | -24.9% | -9.2% |
| 3Y | +125.0% | +8.1% | +116.9% | +105.2% |
| 5Y | +92.0% | +23.5% | +68.5% | +63.2% |
| 10Y | +117.9% | +128.2% | -10.3% | +47.2% |
| All | +8,272.6% | +1,583.8% | +6,688.7% | +2,631.4% |
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 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