+132.1%
WFC vs AG
+57.4%
+74.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +1.1% | +4.5% | -3.4% | +0.8% |
| 30D | +0.8% | +12.9% | -12.0% | 0.0% |
| 3M | +9.3% | +20.9% | -11.7% | +7.8% |
| 6M | +10.6% | -19.5% | +30.2% | +11.3% |
| YTD | -4.1% | +24.8% | -28.9% | -6.4% |
| 1Y | +13.6% | +120.2% | -106.7% | +6.7% |
| 3Y | +130.7% | +279.0% | -148.3% | +105.8% |
| 5Y | +126.7% | +67.9% | +58.8% | +108.0% |
| 10Y | +132.1% | +57.5% | +74.6% | +103.0% |
| All | +132.1% | +57.4% | +74.8% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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