+132.1%
WFC vs ALLY
+178.4%
-46.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.4% |
| 7D | +1.1% | +1.0% | 0.0% | +0.5% |
| 30D | +0.8% | -3.3% | +4.1% | +2.6% |
| 3M | +9.3% | +0.5% | +8.8% | +8.6% |
| 6M | +10.6% | +12.6% | -2.0% | +2.8% |
| YTD | -4.1% | -4.7% | +0.6% | -2.5% |
| 1Y | +13.6% | +5.2% | +8.3% | +8.9% |
| 3Y | +130.7% | +66.5% | +64.3% | +65.2% |
| 5Y | +126.7% | +0.2% | +126.5% | +105.4% |
| 10Y | +132.1% | +180.8% | -48.6% | +3.5% |
| All | +132.1% | +178.4% | -46.3% | +3.5% |
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