+126.3%
WFC vs APTV
-48.7%
+175.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | -1.7% | +4.3% | +2.9% |
| 30D | +7.0% | -11.6% | +18.6% | +9.8% |
| 3M | -1.8% | -21.2% | +19.4% | +3.3% |
| 6M | +18.4% | -28.5% | +46.9% | +24.9% |
| YTD | -5.6% | -49.1% | +43.5% | +8.6% |
| 1Y | +3.9% | -52.2% | +56.1% | +21.4% |
| 3Y | +126.3% | -48.6% | +175.0% | +148.0% |
| All | +126.3% | -48.7% | +175.1% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling