+142.4%
WFC vs AME
+425.2%
-282.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.4% |
| 7D | +0.4% | +1.3% | -0.9% | -0.5% |
| 30D | +2.5% | -6.6% | +9.0% | +7.6% |
| 3M | +10.0% | +3.0% | +7.0% | +6.8% |
| 6M | +15.1% | +5.3% | +9.8% | +9.4% |
| YTD | -2.2% | +15.4% | -17.6% | -13.6% |
| 1Y | +13.5% | +26.8% | -13.4% | -7.2% |
| 3Y | +135.2% | +56.5% | +78.7% | +59.8% |
| 5Y | +128.3% | +85.2% | +43.1% | +32.8% |
| 10Y | +142.4% | +428.5% | -286.2% | -37.8% |
| All | +142.4% | +425.2% | -282.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling