+112.4%
WFC vs AR
+57.4%
+55.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | +7.4% | -4.9% | +1.2% |
| 30D | +7.0% | +5.8% | +1.2% | +5.8% |
| 3M | -1.8% | +5.2% | -7.0% | -3.0% |
| 6M | +18.4% | +5.4% | +13.0% | +16.5% |
| YTD | -5.6% | +12.4% | -18.0% | -8.9% |
| 1Y | +3.9% | +12.8% | -8.9% | +0.1% |
| 3Y | +126.3% | +47.2% | +79.1% | +102.8% |
| 5Y | +91.1% | +101.1% | -10.0% | +55.9% |
| All | +112.4% | +57.4% | +55.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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