+309.1%
WFC vs AG
+294.5%
+14.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +1.2% | +6.3% | -5.1% | +0.7% |
| 30D | +5.2% | -8.9% | +14.2% | +5.9% |
| 3M | -3.0% | -12.2% | +9.2% | -2.4% |
| 6M | +6.2% | -28.3% | +34.5% | +8.1% |
| YTD | -7.9% | -8.8% | +0.9% | -9.0% |
| 1Y | +0.3% | +39.4% | -39.1% | -4.5% |
| 3Y | +117.7% | +229.4% | -111.7% | +87.5% |
| 5Y | +88.4% | +14.5% | +73.8% | +72.5% |
| 10Y | +147.3% | +82.7% | +64.6% | +100.9% |
| All | +309.1% | +294.5% | +14.6% | +96.5% |
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 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