+142.9%
WFC vs APH
+894.6%
-751.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.4% |
| 7D | +1.2% | -5.9% | +7.2% | +3.7% |
| 30D | +5.2% | -14.8% | +20.0% | +12.7% |
| 3M | -3.0% | -12.4% | +9.4% | +1.7% |
| 6M | +6.2% | +8.1% | -1.9% | -2.6% |
| YTD | -7.9% | +10.9% | -18.9% | -20.2% |
| 1Y | +0.3% | +8.8% | -8.5% | -12.7% |
| 3Y | +117.7% | +262.1% | -144.3% | -22.1% |
| 5Y | +88.4% | +283.1% | -194.8% | -36.8% |
| All | +142.9% | +894.6% | -751.7% | -54.1% |
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