+129.3%
WFC vs APD
+27.6%
+101.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | +3.8% | -2.2% | +6.0% | +4.5% |
| 30D | +1.5% | +2.1% | -0.6% | +0.8% |
| 3M | +10.9% | +7.2% | +3.7% | +8.1% |
| 6M | +8.4% | +11.2% | -2.8% | +4.1% |
| YTD | -1.9% | +24.4% | -26.3% | -9.6% |
| 1Y | +12.3% | +6.7% | +5.7% | +8.9% |
| 3Y | +132.3% | +9.2% | +123.1% | +120.0% |
| All | +129.3% | +27.6% | +101.8% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling