+127.9%
WFC vs AMCR
-9.6%
+137.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.3% | -5.0% | +5.2% | +2.3% |
| 30D | +2.3% | -8.0% | +10.3% | +5.5% |
| 3M | +9.8% | +14.3% | -4.5% | +3.4% |
| 6M | +15.6% | +5.3% | +10.2% | +11.9% |
| YTD | -2.4% | +7.7% | -10.2% | -7.4% |
| 1Y | +13.8% | +10.8% | +3.0% | +6.3% |
| 3Y | +134.6% | +9.6% | +125.1% | +110.4% |
| 5Y | +127.9% | -10.2% | +138.1% | +128.4% |
| All | +127.9% | -9.6% | +137.5% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling