+117.7%
WFC vs APH
+258.9%
-141.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.3% |
| 7D | +1.2% | -5.9% | +7.2% | +2.4% |
| 30D | +5.2% | -14.8% | +20.0% | +8.7% |
| 3M | -3.0% | -12.4% | +9.4% | -0.7% |
| 6M | +6.2% | +8.1% | -1.9% | +2.0% |
| YTD | -7.9% | +10.9% | -18.9% | -14.2% |
| 1Y | +0.3% | +8.8% | -8.5% | -6.2% |
| 3Y | +117.7% | +262.1% | -144.3% | +8.2% |
| All | +117.7% | +258.9% | -141.2% | +8.2% |
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