+1.5%
WFC vs ALB
-1.1%
+2.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +0.1% | +9.5% | -9.3% | -0.2% |
| 30D | +2.9% | -2.1% | +5.1% | +3.0% |
| 3M | -1.4% | -24.1% | +22.7% | -0.6% |
| 6M | +14.3% | -51.0% | +65.4% | +17.5% |
| YTD | -6.2% | -29.3% | +23.1% | -4.7% |
| All | +1.5% | -1.1% | +2.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling