+1.5%
WFC vs APD
+21.8%
-20.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.6% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +2.9% | +10.6% | -7.7% | +2.0% |
| 3M | -1.4% | +2.5% | -4.0% | -1.6% |
| 6M | +14.3% | +6.0% | +8.4% | +13.9% |
| YTD | -6.2% | +28.4% | -34.7% | -9.3% |
| All | +1.5% | +21.8% | -20.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling