+126.3%
WFC vs ALB
-14.4%
+140.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.5% | -5.8% | +8.3% | +3.2% |
| 30D | +7.0% | -4.5% | +11.5% | +7.4% |
| 3M | -1.8% | -28.1% | +26.3% | +1.7% |
| 6M | +18.4% | -53.2% | +71.6% | +28.7% |
| YTD | -5.6% | -33.3% | +27.7% | -3.1% |
| 1Y | +3.9% | -17.4% | +21.3% | +3.3% |
| 3Y | +126.3% | -14.1% | +140.5% | +108.4% |
| All | +126.3% | -14.4% | +140.8% | +108.4% |
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 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