+8,042.8%
WFC vs ALK
+770.6%
+7,272.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +0.6% | +9.0% | -8.4% | -2.3% |
| 30D | +4.6% | -1.6% | +6.2% | +4.8% |
| 3M | -3.6% | -23.2% | +19.6% | +4.2% |
| 6M | +5.6% | -3.9% | +9.5% | +4.7% |
| YTD | -8.5% | -22.6% | +14.1% | -4.2% |
| 1Y | -0.3% | -5.3% | +5.0% | -2.8% |
| 3Y | +116.4% | +18.6% | +97.9% | +86.3% |
| 5Y | +87.2% | -34.4% | +121.6% | +92.6% |
| 10Y | +145.8% | -40.8% | +186.6% | +142.4% |
| All | +8,042.8% | +770.6% | +7,272.2% | +2,694.0% |
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