+12.3%
WFC vs ALLE
-5.8%
+18.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +1.5% | -6.8% | +8.3% | +2.7% |
| 3M | +10.9% | +21.0% | -10.2% | +6.3% |
| 6M | +8.4% | +1.1% | +7.3% | +7.8% |
| YTD | -1.9% | -0.5% | -1.3% | -3.6% |
| 1Y | +12.3% | -7.3% | +19.6% | +12.1% |
| All | +12.3% | -5.8% | +18.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling