+111.7%
WFC vs ARWR
+1,009.4%
-897.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.4% |
| 7D | +1.7% | -17.9% | +19.7% | +3.4% |
| 30D | +6.8% | -18.9% | +25.7% | +8.7% |
| 3M | -3.0% | -46.0% | +43.0% | +2.2% |
| 6M | +15.4% | -40.3% | +55.8% | +20.0% |
| YTD | -5.9% | -29.0% | +23.1% | -4.2% |
| 1Y | +1.7% | +13.8% | -12.2% | -1.5% |
| 3Y | +124.9% | +74.9% | +50.0% | +100.4% |
| 5Y | +90.5% | -36.2% | +126.7% | +79.6% |
| All | +111.7% | +1,009.4% | -897.7% | +68.3% |
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