+117.7%
WFC vs ALM
+825.4%
-707.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | +1.2% | -6.7% | +7.9% | +1.6% |
| 30D | +5.2% | -32.9% | +38.1% | +7.1% |
| 3M | -3.0% | -39.5% | +36.4% | -1.2% |
| 6M | +6.2% | -62.0% | +68.2% | +10.1% |
| YTD | -7.9% | -7.8% | -0.1% | -9.4% |
| 1Y | +0.3% | +26.7% | -26.4% | -3.2% |
| 3Y | +117.7% | +825.4% | -707.6% | +97.0% |
| All | +117.7% | +825.4% | -707.6% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling