+83.3%
WFC vs AMIX
-100.0%
+183.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +2.5% | -9.9% | +12.4% | +2.5% |
| 30D | +7.0% | -52.8% | +59.8% | +7.3% |
| 3M | -1.8% | -80.0% | +78.3% | -1.3% |
| 6M | +18.4% | -80.2% | +98.6% | +18.4% |
| YTD | -5.6% | -88.1% | +82.5% | -5.0% |
| 1Y | +3.9% | -91.1% | +94.9% | +4.6% |
| All | +83.3% | -100.0% | +183.2% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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