+112.4%
WFC vs ARWR
+1,024.2%
-911.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.5% | -17.8% | +20.4% | +4.2% |
| 30D | +7.0% | -18.1% | +25.1% | +8.8% |
| 3M | -1.8% | -44.2% | +42.4% | +3.2% |
| 6M | +18.4% | -38.6% | +57.0% | +22.7% |
| YTD | -5.6% | -28.0% | +22.4% | -4.0% |
| 1Y | +3.9% | +16.1% | -12.3% | +0.5% |
| 3Y | +126.3% | +84.0% | +42.3% | +100.8% |
| 5Y | +91.1% | -35.4% | +126.5% | +80.0% |
| All | +112.4% | +1,024.2% | -911.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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