+117.7%
WFC vs ALHC
+21.9%
+95.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | +1.2% | +1.0% | +0.3% | +1.2% |
| 30D | +5.2% | -14.2% | +19.4% | +5.9% |
| 3M | -3.0% | -45.1% | +42.1% | -0.4% |
| 6M | +6.2% | -59.5% | +65.7% | +10.2% |
| YTD | -7.9% | -62.8% | +54.9% | -4.3% |
| 1Y | +0.3% | -55.5% | +55.8% | +3.4% |
| 3Y | +117.7% | +25.7% | +92.0% | +110.9% |
| All | +117.7% | +21.9% | +95.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling