+118.2%
WFC vs AG
+64.1%
+54.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.6% |
| 7D | +0.9% | +6.0% | -5.1% | +0.5% |
| 30D | +3.3% | -13.5% | +16.8% | +4.0% |
| 3M | -1.4% | -20.7% | +19.2% | -0.4% |
| 6M | +14.7% | -31.5% | +46.2% | +16.5% |
| YTD | -5.9% | -10.1% | +4.2% | -6.6% |
| 1Y | +1.8% | +26.0% | -24.2% | -1.1% |
| 3Y | +124.9% | +228.9% | -104.0% | +102.4% |
| 5Y | +92.7% | +8.7% | +84.1% | +81.0% |
| 10Y | +118.2% | +71.9% | +46.3% | +94.9% |
| All | +118.2% | +64.1% | +54.2% | +94.9% |
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