+8,627.7%
WFC vs ALK
+839.9%
+7,787.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.4% |
| 7D | +3.8% | -0.7% | +4.4% | +4.0% |
| 30D | +1.5% | -19.2% | +20.7% | +8.5% |
| 3M | +10.9% | -1.5% | +12.4% | +10.0% |
| 6M | +8.4% | -13.1% | +21.5% | +10.3% |
| YTD | -1.9% | -16.4% | +14.5% | +0.6% |
| 1Y | +12.3% | -33.1% | +45.4% | +22.9% |
| 3Y | +132.3% | +0.6% | +131.7% | +111.9% |
| 5Y | +130.1% | -26.4% | +156.5% | +128.4% |
| 10Y | +134.4% | -34.2% | +168.5% | +124.2% |
| All | +8,627.7% | +839.9% | +7,787.8% | +2,835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling