+95.4%
WFC vs AS
+120.4%
-24.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.3% |
| 7D | +3.8% | -4.9% | +8.7% | +4.5% |
| 30D | +1.5% | -19.6% | +21.1% | +4.7% |
| 3M | +10.9% | -14.4% | +25.2% | +13.1% |
| 6M | +8.4% | -20.1% | +28.6% | +11.4% |
| YTD | -1.9% | -20.9% | +19.1% | +1.0% |
| 1Y | +12.3% | -21.9% | +34.2% | +15.4% |
| All | +95.4% | +120.4% | -24.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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