+118.2%
WFC vs APA
+0.4%
+117.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.9% | -5.5% | +6.4% | +2.1% |
| 30D | +3.3% | -1.2% | +4.4% | +3.1% |
| 3M | -1.4% | +10.6% | -12.0% | -4.3% |
| 6M | +14.7% | +28.4% | -13.7% | +6.6% |
| YTD | -5.9% | +89.7% | -95.7% | -21.5% |
| 1Y | +1.8% | +90.6% | -88.8% | -15.3% |
| 3Y | +124.9% | +36.9% | +88.0% | +94.8% |
| 5Y | +92.7% | +83.2% | +9.5% | +47.5% |
| 10Y | +118.2% | -0.1% | +118.3% | +40.7% |
| All | +118.2% | +0.4% | +117.9% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling