+112.4%
WFC vs ALLE
+211.7%
-99.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +2.5% | +3.6% | -1.0% | +0.6% |
| 30D | +7.0% | +25.9% | -18.9% | -6.2% |
| 3M | -1.8% | +15.8% | -17.5% | -10.0% |
| 6M | +18.4% | +48.1% | -29.7% | -6.8% |
| YTD | -5.6% | +22.0% | -27.6% | -17.7% |
| 1Y | +3.9% | +18.0% | -14.2% | -7.7% |
| 3Y | +126.3% | +93.1% | +33.2% | +43.9% |
| 5Y | +91.1% | +52.1% | +39.1% | +37.9% |
| All | +112.4% | +211.7% | -99.2% | +8.5% |
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