+132.1%
WFC vs ALB
+78.9%
+53.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.9% |
| 7D | +1.1% | -4.4% | +5.5% | +2.1% |
| 30D | +0.8% | -1.2% | +2.0% | +0.8% |
| 3M | +9.3% | -13.3% | +22.6% | +12.2% |
| 6M | +10.6% | -19.8% | +30.4% | +14.1% |
| YTD | -4.1% | -7.9% | +3.9% | -5.6% |
| 1Y | +13.6% | +60.2% | -46.6% | -5.1% |
| 3Y | +130.7% | -26.4% | +157.2% | +122.2% |
| 5Y | +126.7% | -42.5% | +169.3% | +121.1% |
| 10Y | +132.1% | +83.0% | +49.1% | +33.5% |
| All | +132.1% | +78.9% | +53.2% | +33.5% |
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