+117.7%
WFC vs AG
+219.8%
-102.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | +1.2% | +6.3% | -5.1% | +0.9% |
| 30D | +5.2% | -8.9% | +14.2% | +5.7% |
| 3M | -3.0% | -12.2% | +9.2% | -2.6% |
| 6M | +6.2% | -28.3% | +34.5% | +7.5% |
| YTD | -7.9% | -8.8% | +0.9% | -8.9% |
| 1Y | +0.3% | +39.4% | -39.1% | -3.6% |
| 3Y | +117.7% | +229.4% | -111.7% | +85.5% |
| All | +117.7% | +219.8% | -102.0% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling