+132.1%
WFC vs ARWR
+1,075.6%
-943.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | +0.8% | -2.9% | +3.7% | +1.0% |
| 3M | +9.3% | +15.2% | -6.0% | +7.5% |
| 6M | +10.6% | +42.3% | -31.6% | +6.4% |
| YTD | -4.1% | +28.2% | -32.3% | -7.0% |
| 1Y | +13.6% | +213.2% | -199.7% | +0.9% |
| 3Y | +130.7% | +184.6% | -53.9% | +98.5% |
| 5Y | +126.7% | +29.2% | +97.5% | +102.0% |
| 10Y | +132.1% | +1,012.5% | -880.4% | +84.1% |
| All | +132.1% | +1,075.6% | -943.4% | +84.1% |
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