+139.3%
WFC vs ALB
-29.2%
+168.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.4% |
| 7D | +3.8% | -8.1% | +11.8% | +4.8% |
| 30D | +1.5% | +6.3% | -4.8% | +0.6% |
| 3M | +10.9% | -23.6% | +34.4% | +14.1% |
| 6M | +8.4% | -24.6% | +33.0% | +11.1% |
| YTD | -1.9% | -10.3% | +8.4% | -2.4% |
| 1Y | +12.3% | +61.5% | -49.1% | +1.6% |
| All | +139.3% | -29.2% | +168.5% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling