+112.4%
WFC vs ALM
+2,100.8%
-1,988.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.1% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | +7.0% | -19.3% | +26.3% | +7.7% |
| 3M | -1.8% | -40.6% | +38.9% | -0.2% |
| 6M | +18.4% | -57.9% | +76.3% | +21.2% |
| YTD | -5.6% | -6.7% | +1.1% | -6.6% |
| 1Y | +3.9% | +20.2% | -16.3% | +1.7% |
| 3Y | +126.3% | +879.4% | -753.1% | +103.8% |
| 5Y | +91.1% | +415.3% | -324.2% | +73.3% |
| All | +112.4% | +2,100.8% | -1,988.4% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling