+129.3%
WFC vs APA
+156.4%
-27.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.5% |
| 7D | +3.8% | +0.5% | +3.2% | +3.7% |
| 30D | +1.5% | +23.4% | -21.9% | -2.8% |
| 3M | +10.9% | +12.7% | -1.8% | +7.7% |
| 6M | +8.4% | +39.4% | -31.0% | -0.4% |
| YTD | -1.9% | +79.0% | -80.8% | -15.2% |
| 1Y | +12.3% | +88.8% | -76.5% | -4.9% |
| 3Y | +132.3% | +6.4% | +126.0% | +116.6% |
| All | +129.3% | +156.4% | -27.0% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling