+117.9%
WFC vs ALLY
+182.4%
-64.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.8% |
| 7D | -1.3% | -2.8% | +1.5% | +0.2% |
| 30D | +3.6% | +1.9% | +1.7% | +2.5% |
| 3M | -1.3% | -12.1% | +10.8% | +5.7% |
| 6M | +18.0% | -9.0% | +27.0% | +23.5% |
| YTD | -5.9% | -12.9% | +7.1% | +0.4% |
| 1Y | +1.8% | -0.1% | +1.9% | +0.6% |
| 3Y | +125.0% | +64.6% | +60.4% | +62.5% |
| 5Y | +92.0% | -10.1% | +102.0% | +85.6% |
| 10Y | +117.9% | +176.7% | -58.8% | +3.9% |
| All | +117.9% | +182.4% | -64.5% | +3.9% |
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