+8,627.7%
WFC vs AME
+18,709.1%
-10,081.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | +1.5% | -6.7% | +8.2% | +4.7% |
| 3M | +10.9% | +4.1% | +6.8% | +8.5% |
| 6M | +8.4% | +1.6% | +6.9% | +7.1% |
| YTD | -1.9% | +16.1% | -18.0% | -9.0% |
| 1Y | +12.3% | +27.3% | -15.0% | -0.4% |
| 3Y | +132.3% | +50.9% | +81.5% | +89.7% |
| 5Y | +130.1% | +81.4% | +48.7% | +72.4% |
| 10Y | +134.4% | +417.0% | -282.6% | +15.4% |
| All | +8,627.7% | +18,709.1% | -10,081.4% | +1,843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling