+142.4%
WFC vs APA
-1.1%
+143.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.0% | +1.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +2.5% | +9.3% | -6.9% | +0.2% |
| 3M | +10.0% | +23.3% | -13.4% | +4.0% |
| 6M | +15.1% | +39.5% | -24.4% | +4.5% |
| YTD | -2.2% | +87.6% | -89.8% | -17.8% |
| 1Y | +13.5% | +114.2% | -100.8% | -8.4% |
| 3Y | +135.2% | +13.6% | +121.6% | +113.9% |
| 5Y | +128.3% | +175.6% | -47.3% | +57.7% |
| 10Y | +142.4% | -2.6% | +145.0% | +56.0% |
| All | +142.4% | -1.1% | +143.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded APA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling