+134.0%
WFC vs APD
+192.6%
-58.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.9% |
| 30D | +2.9% | +10.6% | -7.7% | -2.2% |
| 3M | -1.4% | +2.5% | -4.0% | -2.9% |
| 6M | +14.3% | +6.0% | +8.4% | +10.1% |
| YTD | -6.2% | +28.4% | -34.7% | -19.1% |
| 1Y | +1.6% | +22.2% | -20.6% | -10.4% |
| 3Y | +126.9% | +26.6% | +100.4% | +88.0% |
| 5Y | +94.0% | +11.8% | +82.2% | +67.5% |
| 10Y | +134.0% | +187.8% | -53.7% | +3.4% |
| All | +134.0% | +192.6% | -58.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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