+126.7%
WFC vs ALM
+1,033.0%
-906.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.1% | -2.6% |
| 7D | +1.1% | +8.4% | -7.4% | +0.7% |
| 30D | +0.8% | +34.8% | -34.0% | -0.8% |
| 3M | +9.3% | +16.2% | -7.0% | +7.9% |
| 6M | +10.6% | +2.1% | +8.5% | +9.2% |
| YTD | -4.1% | +117.0% | -121.1% | -9.0% |
| 1Y | +13.6% | +313.9% | -300.3% | +4.1% |
| 3Y | +130.7% | +2,327.9% | -2,197.2% | +90.3% |
| 5Y | +126.7% | +1,040.6% | -913.9% | +93.7% |
| All | +126.7% | +1,033.0% | -906.3% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling