+206.5%
WFC vs ALM
+3,516.3%
-3,309.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.6% | +0.3% |
| 7D | +0.9% | -6.3% | +7.2% | +0.9% |
| 30D | +3.3% | -31.4% | +34.7% | +3.4% |
| 3M | -1.4% | -40.6% | +39.2% | -1.2% |
| 6M | +14.7% | -58.6% | +73.3% | +15.0% |
| YTD | -5.9% | -7.6% | +1.7% | -6.0% |
| 1Y | +1.8% | +13.8% | -12.0% | +1.7% |
| 3Y | +124.9% | +842.1% | -717.2% | +122.4% |
| 5Y | +92.7% | +407.4% | -314.7% | +90.8% |
| 10Y | +118.2% | +2,079.4% | -1,961.2% | +114.7% |
| All | +206.5% | +3,516.3% | -3,309.8% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling