+86.8%
WFC vs ALLY
-9.5%
+96.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +5.2% | +3.1% | +2.1% | +3.6% |
| 3M | -3.0% | -12.6% | +9.5% | +3.3% |
| 6M | +6.2% | -12.4% | +18.6% | +12.7% |
| YTD | -7.9% | -13.2% | +5.2% | -2.3% |
| 1Y | +0.3% | +1.8% | -1.5% | -1.5% |
| 3Y | +117.7% | +58.0% | +59.8% | +69.5% |
| All | +86.8% | -9.5% | +96.3% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling