+86.8%
WFC vs APA
+71.7%
+15.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.9% |
| 7D | +1.2% | -15.5% | +16.7% | +4.3% |
| 30D | +5.2% | +2.4% | +2.8% | +4.3% |
| 3M | -3.0% | +22.8% | -25.8% | -7.5% |
| 6M | +6.2% | +17.9% | -11.7% | +1.6% |
| YTD | -7.9% | +87.7% | -95.6% | -21.7% |
| 1Y | +0.3% | +94.2% | -93.9% | -15.6% |
| 3Y | +117.7% | +27.2% | +90.5% | +94.3% |
| All | +86.8% | +71.7% | +15.1% | +43.6% |
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