+86.8%
WFC vs ALLE
+49.9%
+36.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +5.2% | +25.3% | -20.1% | -4.2% |
| 3M | -3.0% | +10.3% | -13.3% | -7.2% |
| 6M | +6.2% | +38.0% | -31.8% | -8.2% |
| YTD | -7.9% | +17.8% | -25.7% | -15.2% |
| 1Y | +0.3% | +13.6% | -13.3% | -6.2% |
| 3Y | +117.7% | +89.2% | +28.5% | +54.5% |
| All | +86.8% | +49.9% | +36.9% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling