+126.3%
WFC vs ALHC
+22.7%
+103.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +7.0% | -10.6% | +17.6% | +7.6% |
| 3M | -1.8% | -45.3% | +43.6% | +0.9% |
| 6M | +18.4% | -59.7% | +78.1% | +22.8% |
| YTD | -5.6% | -62.7% | +57.1% | -1.9% |
| 1Y | +3.9% | -56.1% | +60.0% | +7.1% |
| 3Y | +126.3% | +21.3% | +105.1% | +124.9% |
| All | +126.3% | +22.7% | +103.7% | +124.9% |
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