+178.6%
WFC vs ALLY
+124.8%
+53.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +3.7% | +0.1% | +1.8% |
| 30D | +1.5% | -2.3% | +3.7% | +2.6% |
| 3M | +10.9% | +3.8% | +7.0% | +8.4% |
| 6M | +8.4% | +9.7% | -1.3% | +2.4% |
| YTD | -1.9% | -1.4% | -0.5% | -2.0% |
| 1Y | +12.3% | +8.2% | +4.1% | +6.5% |
| 3Y | +132.3% | +66.5% | +65.8% | +69.4% |
| 5Y | +130.1% | +1.2% | +128.9% | +108.3% |
| 10Y | +134.4% | +191.4% | -57.0% | +16.3% |
| All | +178.6% | +124.8% | +53.7% | +45.7% |
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 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