+118.2%
WFC vs ALB
+34.3%
+83.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.3% |
| 7D | +0.9% | +5.3% | -4.4% | -0.4% |
| 30D | +3.3% | -6.3% | +9.5% | +4.6% |
| 3M | -1.4% | -27.4% | +26.0% | +5.6% |
| 6M | +14.7% | -53.1% | +67.8% | +35.6% |
| YTD | -5.9% | -32.3% | +26.4% | -0.8% |
| 1Y | +1.8% | -7.3% | +9.1% | -1.6% |
| 3Y | +124.9% | -14.9% | +139.8% | +101.5% |
| 5Y | +92.7% | -62.0% | +154.8% | +110.3% |
| 10Y | +118.2% | +33.0% | +85.2% | +38.4% |
| All | +118.2% | +34.3% | +83.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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