+13.5%
WFC vs ALM
+312.4%
-298.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +2.1% |
| 7D | +0.4% | +3.6% | -3.2% | +0.2% |
| 30D | +2.5% | +33.8% | -31.3% | +0.6% |
| 3M | +10.0% | +14.8% | -4.8% | +8.3% |
| 6M | +15.1% | -7.0% | +22.0% | +13.8% |
| YTD | -2.2% | +108.1% | -110.3% | -9.3% |
| 1Y | +13.5% | +313.8% | -300.3% | +3.2% |
| All | +13.5% | +312.4% | -298.9% | +3.2% |
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