+175.2%
WFC vs ALLE
+327.3%
-152.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +4.6% | +25.3% | -20.8% | -7.7% |
| 3M | -3.6% | +10.3% | -13.9% | -9.2% |
| 6M | +5.6% | +38.0% | -32.5% | -12.9% |
| YTD | -8.5% | +17.8% | -26.2% | -18.3% |
| 1Y | -0.3% | +13.6% | -13.9% | -9.3% |
| 3Y | +116.4% | +89.2% | +27.2% | +42.3% |
| 5Y | +87.2% | +51.1% | +36.2% | +37.1% |
| 10Y | +145.8% | +228.1% | -82.3% | +21.1% |
| All | +175.2% | +327.3% | -152.1% | +24.1% |
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