+112.4%
WFC vs APTV
-27.4%
+139.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | -1.7% | +4.3% | +3.2% |
| 30D | +7.0% | -11.6% | +18.6% | +11.6% |
| 3M | -1.8% | -21.2% | +19.4% | +6.4% |
| 6M | +18.4% | -28.5% | +46.9% | +29.8% |
| YTD | -5.6% | -49.1% | +43.5% | +16.4% |
| 1Y | +3.9% | -52.2% | +56.1% | +30.9% |
| 3Y | +126.3% | -48.6% | +175.0% | +165.2% |
| 5Y | +91.1% | -77.3% | +168.4% | +199.3% |
| All | +112.4% | -27.4% | +139.8% | +103.1% |
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