+145.0%
WFC vs AFL
+303.3%
-158.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +1.6% |
| 30D | +1.5% | -4.0% | +5.6% | +4.5% |
| 3M | +10.2% | -0.5% | +10.7% | +10.2% |
| 6M | +18.8% | +6.5% | +12.3% | +12.7% |
| YTD | -1.5% | +6.2% | -7.7% | -6.7% |
| 1Y | +13.5% | +8.3% | +5.3% | +5.7% |
| 3Y | +135.0% | +62.5% | +72.4% | +56.4% |
| 5Y | +130.1% | +136.2% | -6.1% | +14.0% |
| All | +145.0% | +303.3% | -158.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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