+142.7%
WFC vs AGI
+388.9%
-246.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | +0.3% | -5.3% | +5.5% | +0.3% |
| 30D | +2.3% | +6.8% | -4.5% | +2.2% |
| 3M | +9.8% | +8.3% | +1.4% | +9.6% |
| 6M | +15.6% | -29.2% | +44.8% | +15.8% |
| YTD | -2.4% | -7.3% | +4.8% | -2.5% |
| 1Y | +13.8% | +8.0% | +5.8% | +13.7% |
| 3Y | +134.6% | +206.6% | -71.9% | +132.5% |
| 5Y | +127.9% | +398.1% | -270.2% | +125.6% |
| All | +142.7% | +388.9% | -246.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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