+142.7%
WFC vs APTV
-15.8%
+158.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.2% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | +2.3% | -7.9% | +10.2% | +5.1% |
| 3M | +9.8% | -29.9% | +39.7% | +23.0% |
| 6M | +15.6% | -36.6% | +52.1% | +32.3% |
| YTD | -2.4% | -40.0% | +37.5% | +13.6% |
| 1Y | +13.8% | -44.0% | +57.8% | +35.6% |
| 3Y | +134.6% | -54.5% | +189.2% | +190.0% |
| 5Y | +127.9% | -68.8% | +196.7% | +214.7% |
| All | +142.7% | -15.8% | +158.5% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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