+16.2%
WFC vs APH
+50.0%
-33.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.8% | +5.0% | -1.2% | +3.1% |
| 30D | +1.5% | -3.9% | +5.4% | +1.9% |
| 3M | +10.9% | +13.0% | -2.1% | +8.5% |
| 6M | +8.4% | +25.2% | -16.7% | +3.8% |
| YTD | -1.9% | +22.9% | -24.8% | -6.9% |
| All | +16.2% | +50.0% | -33.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling