+138.1%
WFC vs APH
+1,054.4%
-916.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | +5.0% | -1.2% | +1.1% |
| 30D | +1.5% | -3.9% | +5.4% | +3.2% |
| 3M | +10.9% | +13.0% | -2.1% | +1.8% |
| 6M | +8.4% | +25.2% | -16.7% | -7.4% |
| YTD | -1.9% | +22.9% | -24.8% | -17.9% |
| 1Y | +12.3% | +47.8% | -35.5% | -17.6% |
| 3Y | +132.3% | +283.0% | -150.7% | -16.7% |
| 5Y | +130.1% | +349.7% | -219.6% | -28.6% |
| All | +138.1% | +1,054.4% | -916.3% | -60.0% |
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