+117.9%
WFC vs APH
+950.8%
-832.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.9% |
| 30D | +3.6% | -8.0% | +11.6% | +6.7% |
| 3M | -1.3% | -5.0% | +3.7% | -0.8% |
| 6M | +18.0% | +29.9% | -11.9% | -2.1% |
| YTD | -5.9% | +18.0% | -23.8% | -21.0% |
| 1Y | +1.8% | +11.3% | -9.5% | -12.0% |
| 3Y | +125.0% | +274.9% | -149.9% | -20.6% |
| 5Y | +92.0% | +300.6% | -208.6% | -36.9% |
| 10Y | +117.9% | +944.2% | -826.3% | -62.4% |
| All | +117.9% | +950.8% | -832.9% | -62.4% |
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