+111.7%
WFC vs AR
+57.2%
+54.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | +1.7% | +6.4% | -4.7% | +0.6% |
| 30D | +6.8% | +3.1% | +3.7% | +6.1% |
| 3M | -3.0% | +3.3% | -6.3% | -3.9% |
| 6M | +15.4% | +6.6% | +8.9% | +13.3% |
| YTD | -5.9% | +12.3% | -18.2% | -9.2% |
| 1Y | +1.7% | +12.3% | -10.7% | -2.0% |
| 3Y | +124.9% | +50.4% | +74.5% | +100.7% |
| 5Y | +90.5% | +101.0% | -10.5% | +55.4% |
| All | +111.7% | +57.2% | +54.5% | +39.0% |
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