+118.2%
WFC vs APD
+187.0%
-68.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +3.3% | +11.0% | -7.8% | -2.1% |
| 3M | -1.4% | +1.3% | -2.8% | -2.3% |
| 6M | +14.7% | +6.4% | +8.3% | +10.2% |
| YTD | -5.9% | +28.9% | -34.8% | -19.0% |
| 1Y | +1.8% | +23.2% | -21.4% | -10.6% |
| 3Y | +124.9% | +26.3% | +98.6% | +86.8% |
| 5Y | +92.7% | +12.0% | +80.7% | +66.5% |
| 10Y | +118.2% | +183.2% | -64.9% | +4.1% |
| All | +118.2% | +187.0% | -68.8% | +4.1% |
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