+138.1%
WFC vs ALLE
+145.7%
-7.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +1.5% | -6.8% | +8.3% | +5.4% |
| 3M | +10.9% | +21.0% | -10.2% | -1.7% |
| 6M | +8.4% | +1.1% | +7.3% | +6.3% |
| YTD | -1.9% | -0.5% | -1.3% | -3.6% |
| 1Y | +12.3% | -7.3% | +19.6% | +14.6% |
| 3Y | +132.3% | +42.3% | +90.1% | +77.4% |
| 5Y | +130.1% | +13.5% | +116.6% | +98.1% |
| All | +138.1% | +145.7% | -7.6% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling