+118.5%
WFC vs ALC
+32.2%
+86.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +0.1% | +2.1% | -1.9% | -0.8% |
| 30D | +2.9% | +17.2% | -14.3% | -3.7% |
| 3M | -1.4% | +4.6% | -6.1% | -3.6% |
| 6M | +14.3% | +20.1% | -5.8% | +5.2% |
| YTD | -6.2% | -4.2% | -2.0% | -6.0% |
| 1Y | +1.6% | +2.1% | -0.5% | -1.1% |
| 3Y | +126.9% | +4.5% | +122.4% | +109.8% |
| 5Y | +94.0% | -12.3% | +106.3% | +92.1% |
| All | +118.5% | +32.2% | +86.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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