+126.9%
WFC vs AME
+63.1%
+63.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | -0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +2.9% | -4.2% | +7.1% | +4.7% |
| 3M | -1.4% | -5.9% | +4.5% | +1.2% |
| 6M | +14.3% | +2.8% | +11.5% | +11.2% |
| YTD | -6.2% | +16.6% | -22.8% | -15.8% |
| 1Y | +1.6% | +22.1% | -20.5% | -11.4% |
| 3Y | +126.9% | +64.7% | +62.2% | +68.5% |
| All | +126.9% | +63.1% | +63.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling