+192.0%
WFC vs AR
-33.4%
+225.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.2% | -14.3% | +15.5% | +3.8% |
| 30D | +5.2% | +1.4% | +3.8% | +4.8% |
| 3M | -3.0% | +3.4% | -6.4% | -3.9% |
| 6M | +6.2% | -2.1% | +8.3% | +5.9% |
| YTD | -7.9% | +4.7% | -12.6% | -9.9% |
| 1Y | +0.3% | +10.6% | -10.3% | -2.9% |
| 3Y | +117.7% | +24.6% | +93.1% | +101.9% |
| 5Y | +88.4% | +71.9% | +16.5% | +59.7% |
| 10Y | +147.3% | +46.4% | +100.9% | +64.4% |
| All | +192.0% | -33.4% | +225.4% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling