+139.3%
WFC vs ALM
+2,118.4%
-1,979.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +3.8% | -2.6% | +6.4% | +3.9% |
| 30D | +1.5% | +32.0% | -30.5% | -0.1% |
| 3M | +10.9% | -15.0% | +25.9% | +11.1% |
| 6M | +8.4% | -10.1% | +18.6% | +7.7% |
| YTD | -1.9% | +99.4% | -101.3% | -6.8% |
| 1Y | +12.3% | +316.4% | -304.0% | +2.5% |
| All | +139.3% | +2,118.4% | -1,979.1% | +95.2% |
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 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