+159.9%
WFC vs ALLY
+98.1%
+61.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.1% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +4.6% | +3.1% | +1.5% | +2.9% |
| 3M | -3.6% | -12.6% | +8.9% | +3.2% |
| 6M | +5.6% | -12.4% | +18.0% | +12.6% |
| YTD | -8.5% | -13.2% | +4.7% | -2.4% |
| 1Y | -0.3% | +1.8% | -2.1% | -2.3% |
| 3Y | +116.4% | +58.0% | +58.5% | +62.6% |
| 5Y | +87.2% | -8.4% | +95.7% | +79.2% |
| 10Y | +145.8% | +195.3% | -49.4% | +24.3% |
| All | +159.9% | +98.1% | +61.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling