+90.5%
WFC vs ALK
-31.3%
+121.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +6.8% | +3.3% | +3.6% | +5.3% |
| 3M | -3.0% | -17.6% | +14.6% | +2.4% |
| 6M | +15.4% | +0.8% | +14.6% | +12.3% |
| YTD | -5.9% | -22.4% | +16.5% | -1.5% |
| 1Y | +1.7% | -10.1% | +11.7% | +0.5% |
| 3Y | +124.9% | +14.0% | +110.9% | +84.5% |
| 5Y | +90.5% | -29.8% | +120.3% | +92.6% |
| All | +90.5% | -31.3% | +121.8% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling