+90.7%
WFC vs APTV
-77.5%
+168.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | -1.7% | +4.3% | +3.0% |
| 30D | +7.0% | -11.6% | +18.6% | +10.8% |
| 3M | -1.8% | -21.2% | +19.4% | +5.0% |
| 6M | +18.4% | -28.5% | +46.9% | +27.6% |
| YTD | -5.6% | -49.1% | +43.5% | +13.0% |
| 1Y | +3.9% | -52.2% | +56.1% | +26.9% |
| 3Y | +126.3% | -48.6% | +175.0% | +159.1% |
| All | +90.7% | -77.5% | +168.2% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling