+4,989.5%
WFC vs APH
+114,578.9%
-109,589.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.3% | +6.3% | -0.3% |
| 7D | 0.0% | -12.7% | +12.7% | +3.8% |
| 30D | +4.0% | -19.2% | +23.2% | +10.1% |
| 3M | -4.4% | -16.7% | +12.3% | 0.0% |
| 6M | +7.4% | +5.1% | +2.2% | +3.7% |
| YTD | -7.5% | +6.6% | -14.1% | -12.4% |
| 1Y | -0.3% | +3.9% | -4.2% | -5.1% |
| 3Y | +117.2% | +246.0% | -128.8% | +41.8% |
| 5Y | +89.2% | +268.0% | -178.8% | +21.1% |
| 10Y | +148.3% | +868.2% | -719.9% | +23.9% |
| All | +4,989.5% | +114,578.9% | -109,589.3% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling