+3,497.7%
WFC vs ARWR
-97.0%
+3,594.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.8% |
| 30D | +1.5% | -0.7% | +2.1% | +1.5% |
| 3M | +10.9% | +14.9% | -4.0% | +10.7% |
| 6M | +8.4% | +32.6% | -24.2% | +8.2% |
| YTD | -1.9% | +30.0% | -31.9% | -2.1% |
| 1Y | +12.3% | +208.4% | -196.0% | +11.3% |
| 3Y | +132.3% | +208.8% | -76.5% | +129.6% |
| 5Y | +130.1% | +27.8% | +102.3% | +128.2% |
| 10Y | +134.4% | +1,107.6% | -973.2% | +127.9% |
| All | +3,497.7% | -97.0% | +3,594.7% | +2,925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling