+129.3%
WFC vs ALC
-16.0%
+145.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | +3.8% | -2.1% | +5.9% | +4.5% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +10.9% | +5.9% | +5.0% | +8.4% |
| 6M | +8.4% | -15.9% | +24.4% | +14.0% |
| YTD | -1.9% | -10.1% | +8.2% | +0.6% |
| 1Y | +12.3% | -10.2% | +22.6% | +14.9% |
| 3Y | +132.3% | -13.6% | +145.9% | +135.1% |
| All | +129.3% | -16.0% | +145.3% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling