+116.4%
WFC vs APH
+258.9%
-142.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.9% |
| 7D | +0.6% | -5.9% | +6.6% | +1.8% |
| 30D | +4.6% | -14.8% | +19.4% | +8.0% |
| 3M | -3.6% | -12.4% | +8.8% | -1.3% |
| 6M | +5.6% | +8.1% | -2.5% | +1.4% |
| YTD | -8.5% | +10.9% | -19.4% | -14.7% |
| 1Y | -0.3% | +8.8% | -9.1% | -6.7% |
| 3Y | +116.4% | +262.1% | -145.6% | +7.6% |
| All | +116.4% | +258.9% | -142.5% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling