+112.4%
WFC vs APA
+8.7%
+103.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +2.5% | +8.5% | -6.0% | +0.6% |
| 30D | +7.0% | +2.8% | +4.2% | +5.9% |
| 3M | -1.8% | +21.7% | -23.5% | -6.7% |
| 6M | +18.4% | +32.6% | -14.2% | +9.3% |
| YTD | -5.6% | +103.7% | -109.3% | -22.5% |
| 1Y | +3.9% | +101.8% | -97.9% | -14.7% |
| 3Y | +126.3% | +48.1% | +78.3% | +92.5% |
| 5Y | +91.1% | +91.9% | -0.8% | +44.8% |
| All | +112.4% | +8.7% | +103.7% | +34.1% |
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