+118.2%
WFC vs APH
+938.3%
-820.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.8% |
| 7D | +0.9% | -5.0% | +5.9% | +2.8% |
| 30D | +3.3% | -8.4% | +11.6% | +6.6% |
| 3M | -1.4% | -4.5% | +3.1% | -1.1% |
| 6M | +14.7% | +25.3% | -10.6% | -2.8% |
| YTD | -5.9% | +18.9% | -24.8% | -21.4% |
| 1Y | +1.8% | +11.9% | -10.1% | -12.2% |
| 3Y | +124.9% | +278.0% | -153.1% | -21.0% |
| 5Y | +92.7% | +306.4% | -213.7% | -37.2% |
| 10Y | +118.2% | +955.2% | -836.9% | -62.0% |
| All | +118.2% | +938.3% | -820.1% | -62.0% |
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