+167.4%
WFC vs AMC
-97.7%
+265.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.5% |
| 7D | +1.2% | +2.6% | -1.4% | +1.2% |
| 30D | +5.2% | +9.0% | -3.8% | +4.9% |
| 3M | -3.0% | +22.2% | -25.2% | -3.8% |
| 6M | +6.2% | +91.5% | -85.3% | +3.4% |
| YTD | -7.9% | +101.3% | -109.2% | -10.7% |
| 1Y | +0.3% | +20.8% | -20.5% | -1.3% |
| 3Y | +117.7% | -71.3% | +189.1% | +119.4% |
| 5Y | +88.4% | -99.2% | +187.6% | +102.0% |
| 10Y | +147.3% | -98.7% | +246.0% | +136.1% |
| All | +167.4% | -97.7% | +265.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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