+151.5%
WFC vs ALHC
-29.3%
+180.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +1.1% | -1.0% | +2.0% | +1.1% |
| 30D | +0.8% | -6.3% | +7.1% | +1.2% |
| 3M | +9.3% | -12.3% | +21.6% | +9.4% |
| 6M | +10.6% | -27.0% | +37.6% | +11.7% |
| YTD | -4.1% | -31.8% | +27.8% | -2.9% |
| 1Y | +13.6% | -17.0% | +30.6% | +13.7% |
| 3Y | +130.7% | +159.8% | -29.1% | +111.3% |
| 5Y | +126.7% | -25.1% | +151.9% | +114.4% |
| All | +151.5% | -29.3% | +180.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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