+335.9%
WFC vs AG
+445.6%
-109.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | +1.5% | +19.2% | -17.7% | -0.1% |
| 3M | +10.9% | +6.2% | +4.7% | +9.8% |
| 6M | +8.4% | -26.7% | +35.1% | +10.1% |
| YTD | -1.9% | +26.1% | -28.0% | -5.3% |
| 1Y | +12.3% | +131.7% | -119.3% | +2.5% |
| 3Y | +132.3% | +255.3% | -123.0% | +98.8% |
| 5Y | +130.1% | +61.9% | +68.1% | +105.1% |
| 10Y | +134.4% | +72.0% | +62.4% | +92.4% |
| All | +335.9% | +445.6% | -109.7% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling