+8,091.1%
WFC vs APD
+6,189.3%
+1,901.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.2% | -3.7% | +4.9% | +3.2% |
| 30D | +5.2% | +9.6% | -4.4% | +0.4% |
| 3M | -3.0% | +1.6% | -4.7% | -4.0% |
| 6M | +6.2% | +2.2% | +4.0% | +4.1% |
| YTD | -7.9% | +25.9% | -33.8% | -19.3% |
| 1Y | +0.3% | +20.1% | -19.9% | -10.4% |
| 3Y | +117.7% | +12.4% | +105.3% | +93.3% |
| 5Y | +88.4% | +11.1% | +77.2% | +65.0% |
| 10Y | +147.3% | +190.1% | -42.9% | +31.1% |
| All | +8,091.1% | +6,189.3% | +1,901.8% | +926.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling