+134.0%
WFC vs APH
+978.7%
-844.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.2% | -6.4% | -2.2% |
| 7D | +0.1% | +1.1% | -1.0% | -1.1% |
| 30D | +2.9% | -7.5% | +10.4% | +5.8% |
| 3M | -1.4% | -4.4% | +3.0% | -1.1% |
| 6M | +14.3% | +26.5% | -12.1% | -3.5% |
| YTD | -6.2% | +20.0% | -26.3% | -21.9% |
| 1Y | +1.6% | +16.9% | -15.3% | -14.6% |
| 3Y | +126.9% | +288.5% | -161.6% | -21.4% |
| 5Y | +94.0% | +310.3% | -216.3% | -36.9% |
| 10Y | +134.0% | +951.3% | -817.2% | -57.4% |
| All | +134.0% | +978.7% | -844.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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