+22.7%
WFC vs ADVB
-97.4%
+120.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | +3.3% | -60.3% | +63.5% | +3.4% |
| 3M | -1.4% | -73.3% | +71.9% | -1.2% |
| 6M | +14.7% | -65.9% | +80.6% | +13.9% |
| YTD | -5.9% | -63.9% | +58.0% | -6.8% |
| 1Y | +1.8% | -74.1% | +76.0% | +1.7% |
| All | +22.7% | -97.4% | +120.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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