+165.9%
WFC vs AMC
-97.7%
+263.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.6% |
| 30D | +4.6% | +9.0% | -4.4% | +4.3% |
| 3M | -3.6% | +22.2% | -25.8% | -4.3% |
| 6M | +5.6% | +91.5% | -85.9% | +2.8% |
| YTD | -8.5% | +101.3% | -109.7% | -11.3% |
| 1Y | -0.3% | +20.8% | -21.1% | -1.9% |
| 3Y | +116.4% | -71.3% | +187.8% | +118.1% |
| 5Y | +87.2% | -99.2% | +186.5% | +100.8% |
| 10Y | +145.8% | -98.7% | +244.5% | +134.7% |
| All | +165.9% | -97.7% | +263.6% | +132.4% |
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