+126.3%
WFC vs APD
+29.7%
+96.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +3.8% | -1.3% | +1.6% |
| 30D | +7.0% | +8.2% | -1.2% | +5.1% |
| 3M | -1.8% | +4.3% | -6.0% | -2.7% |
| 6M | +18.4% | +4.7% | +13.7% | +17.0% |
| YTD | -5.6% | +31.5% | -37.1% | -12.5% |
| 1Y | +3.9% | +23.5% | -19.7% | -2.3% |
| 3Y | +126.3% | +29.1% | +97.2% | +112.0% |
| All | +126.3% | +29.7% | +96.6% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling