+184.9%
WFC vs AMC
-98.1%
+283.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +0.7% |
| 7D | +3.8% | +2.3% | +1.5% | +3.7% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +10.9% | +35.2% | -24.3% | +9.3% |
| 6M | +8.4% | +124.6% | -116.1% | +5.0% |
| YTD | -1.9% | +69.9% | -71.7% | -4.3% |
| 1Y | +12.3% | -2.6% | +14.9% | +11.3% |
| 3Y | +132.3% | -79.8% | +212.1% | +135.7% |
| 5Y | +130.1% | -99.4% | +229.5% | +148.4% |
| 10Y | +134.4% | -98.9% | +233.3% | +123.9% |
| All | +184.9% | -98.1% | +283.0% | +150.6% |
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