+8,091.1%
WFC vs APA
+860.5%
+7,230.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.0% |
| 7D | +1.2% | -15.5% | +16.7% | +5.0% |
| 30D | +5.2% | +2.4% | +2.8% | +4.2% |
| 3M | -3.0% | +22.8% | -25.8% | -8.3% |
| 6M | +6.2% | +17.9% | -11.7% | +0.6% |
| YTD | -7.9% | +87.7% | -95.6% | -23.0% |
| 1Y | +0.3% | +94.2% | -93.9% | -17.0% |
| 3Y | +117.7% | +27.2% | +90.5% | +91.9% |
| 5Y | +88.4% | +74.1% | +14.2% | +46.6% |
| 10Y | +147.3% | +2.6% | +144.6% | +73.0% |
| All | +8,091.1% | +860.5% | +7,230.6% | +4,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling