+112.4%
WFC vs ALLY
+174.3%
-61.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +7.0% | +5.2% | +1.8% | +4.0% |
| 3M | -1.8% | -13.3% | +11.5% | +6.0% |
| 6M | +18.4% | -6.7% | +25.1% | +22.2% |
| YTD | -5.6% | -12.8% | +7.2% | +0.6% |
| 1Y | +3.9% | +0.7% | +3.2% | +2.2% |
| 3Y | +126.3% | +65.2% | +61.1% | +63.1% |
| 5Y | +91.1% | -10.1% | +101.3% | +84.9% |
| All | +112.4% | +174.3% | -61.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling