+92.0%
WFC vs ALLE
+54.3%
+37.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | +3.6% | +27.4% | -23.8% | -6.3% |
| 3M | -1.3% | +13.8% | -15.2% | -6.7% |
| 6M | +18.0% | +45.5% | -27.5% | -0.3% |
| YTD | -5.9% | +21.4% | -27.3% | -14.4% |
| 1Y | +1.8% | +15.4% | -13.6% | -5.3% |
| 3Y | +125.0% | +91.7% | +33.3% | +59.0% |
| 5Y | +92.0% | +54.5% | +37.4% | +47.2% |
| All | +92.0% | +54.3% | +37.7% | +47.2% |
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