+20.1%
WFC vs ADVB
-97.5%
+117.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | +1.2% | -13.9% | +15.2% | +1.3% |
| 30D | +5.2% | -68.1% | +73.3% | +5.4% |
| 3M | -3.0% | -73.4% | +70.3% | -2.8% |
| 6M | +6.2% | -70.8% | +77.0% | +5.6% |
| YTD | -7.9% | -66.1% | +58.2% | -8.7% |
| 1Y | +0.3% | -77.5% | +77.8% | +0.3% |
| All | +20.1% | -97.5% | +117.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling