+8,272.6%
WFC vs AME
+18,892.6%
-10,620.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | +3.6% | -4.1% | +7.7% | +5.2% |
| 3M | -1.3% | -6.3% | +5.0% | +1.2% |
| 6M | +18.0% | +3.5% | +14.4% | +15.1% |
| YTD | -5.9% | +17.3% | -23.1% | -13.5% |
| 1Y | +1.8% | +22.0% | -20.2% | -8.2% |
| 3Y | +125.0% | +62.0% | +63.0% | +77.2% |
| 5Y | +92.0% | +78.5% | +13.5% | +44.4% |
| 10Y | +117.9% | +441.6% | -323.7% | +4.7% |
| All | +8,272.6% | +18,892.6% | -10,620.0% | +1,746.8% |
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 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