+132.1%
WFC vs ALK
-38.6%
+170.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.0% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +0.8% | -18.5% | +19.3% | +8.9% |
| 3M | +9.3% | -3.6% | +12.8% | +9.0% |
| 6M | +10.6% | -3.7% | +14.3% | +8.2% |
| YTD | -4.1% | -19.0% | +14.9% | 0.0% |
| 1Y | +13.6% | -36.0% | +49.6% | +29.4% |
| 3Y | +130.7% | +2.3% | +128.4% | +98.8% |
| 5Y | +126.7% | -27.8% | +154.5% | +121.6% |
| 10Y | +132.1% | -39.0% | +171.1% | +97.6% |
| All | +132.1% | -38.6% | +170.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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