+176.8%
WFC vs ALLE
+327.3%
-150.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.6% |
| 30D | +5.2% | +25.3% | -20.1% | -7.2% |
| 3M | -3.0% | +10.3% | -13.3% | -8.7% |
| 6M | +6.2% | +38.0% | -31.8% | -12.4% |
| YTD | -7.9% | +17.8% | -25.7% | -17.8% |
| 1Y | +0.3% | +13.6% | -13.3% | -8.8% |
| 3Y | +117.7% | +89.2% | +28.5% | +43.1% |
| 5Y | +88.4% | +51.1% | +37.3% | +37.9% |
| 10Y | +147.3% | +228.1% | -80.9% | +21.8% |
| All | +176.8% | +327.3% | -150.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling