+119.9%
WFC vs ALC
+30.4%
+89.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -1.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.9% |
| 30D | +7.0% | +16.0% | -9.1% | +0.5% |
| 3M | -1.8% | +0.8% | -2.6% | -2.4% |
| 6M | +18.4% | +16.8% | +1.6% | +10.1% |
| YTD | -5.6% | -5.5% | -0.1% | -4.8% |
| 1Y | +3.9% | -5.3% | +9.1% | +4.4% |
| 3Y | +126.3% | +4.1% | +122.2% | +109.3% |
| 5Y | +91.1% | -7.1% | +98.2% | +83.2% |
| All | +119.9% | +30.4% | +89.5% | +57.6% |
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