+137.8%
WFC vs APA
-4.0%
+141.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.7% |
| 7D | +1.1% | -1.7% | +2.7% | +1.4% |
| 30D | +0.8% | +15.7% | -14.9% | -2.8% |
| 3M | +9.3% | +16.5% | -7.2% | +4.7% |
| 6M | +10.6% | +35.1% | -24.5% | +1.3% |
| YTD | -4.1% | +82.2% | -86.3% | -18.8% |
| 1Y | +13.6% | +102.5% | -88.9% | -7.1% |
| 3Y | +130.7% | +10.3% | +120.4% | +111.3% |
| 5Y | +126.7% | +166.1% | -39.4% | +57.9% |
| All | +137.8% | -4.0% | +141.7% | +54.1% |
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