+365.7%
ALAB vs WFC
+64.4%
+301.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -5.9% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | -13.6% | +0.8% | -14.4% | -13.9% |
| 3M | -16.6% | +9.3% | -25.9% | -20.7% |
| 6M | +142.3% | +10.6% | +131.7% | +127.0% |
| YTD | +73.6% | -4.1% | +77.7% | +77.0% |
| 1Y | +33.7% | +13.6% | +20.1% | +24.4% |
| All | +365.7% | +64.4% | +301.2% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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