+312.7%
WFC vs AMCR
+97.2%
+215.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.9% |
| 7D | +0.4% | -6.3% | +6.7% | +2.8% |
| 30D | +2.5% | -7.1% | +9.6% | +5.1% |
| 3M | +10.0% | +12.7% | -2.7% | +4.8% |
| 6M | +15.1% | +5.2% | +9.9% | +11.8% |
| YTD | -2.2% | +8.1% | -10.3% | -6.5% |
| 1Y | +13.5% | +11.7% | +1.7% | +6.8% |
| 3Y | +135.2% | +9.9% | +125.3% | +118.6% |
| 5Y | +128.3% | -8.7% | +137.0% | +127.7% |
| 10Y | +142.4% | +16.8% | +125.6% | +110.4% |
| All | +312.7% | +97.2% | +215.5% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling