+2.5%
WFC vs ALM
+44.8%
-42.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +2.2% |
| 7D | +4.5% | -6.4% | +10.9% | +4.8% |
| 30D | +7.4% | -35.0% | +42.3% | +9.1% |
| 3M | -0.5% | -33.8% | +33.3% | +0.4% |
| 6M | +11.7% | -55.0% | +66.7% | +14.0% |
| YTD | -4.6% | -0.2% | -4.4% | -6.0% |
| 1Y | +2.5% | +41.8% | -39.2% | -1.0% |
| All | +2.5% | +44.8% | -42.3% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling