+8,268.6%
WFC vs ALK
+828.7%
+7,439.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.9% | +12.9% | -12.1% | -3.2% |
| 30D | +3.3% | +5.5% | -2.3% | +1.0% |
| 3M | -1.4% | -12.1% | +10.7% | +2.0% |
| 6M | +14.7% | +1.7% | +13.0% | +11.6% |
| YTD | -5.9% | -17.4% | +11.5% | -3.7% |
| 1Y | +1.8% | -1.9% | +3.8% | -1.8% |
| 3Y | +124.9% | +21.2% | +103.7% | +92.1% |
| 5Y | +92.7% | -27.8% | +120.6% | +92.2% |
| 10Y | +118.2% | -41.0% | +159.3% | +114.9% |
| All | +8,268.6% | +828.7% | +7,439.9% | +2,710.3% |
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