+125.7%
WFC vs ALK
+20.7%
+105.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | +3.6% | +7.8% | -4.2% | +1.4% |
| 3M | -1.3% | -15.2% | +13.9% | +2.2% |
| 6M | +18.0% | +5.0% | +12.9% | +14.5% |
| YTD | -5.9% | -18.4% | +12.6% | -3.3% |
| 1Y | +1.8% | -2.4% | +4.2% | -0.8% |
| All | +125.7% | +20.7% | +105.0% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling