+124.9%
WFC vs ALLE
+92.8%
+32.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +3.3% | +25.9% | -22.7% | -3.9% |
| 3M | -1.4% | +14.9% | -16.3% | -5.7% |
| 6M | +14.7% | +42.1% | -27.4% | +1.7% |
| YTD | -5.9% | +20.4% | -26.3% | -12.1% |
| 1Y | +1.8% | +14.9% | -13.0% | -3.1% |
| 3Y | +124.9% | +90.1% | +34.8% | +64.9% |
| All | +124.9% | +92.8% | +32.1% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling