+145.0%
WFC vs ALNY
+260.0%
-115.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +0.4% | -6.5% | +6.9% | +1.0% |
| 30D | +1.5% | +11.0% | -9.5% | +0.5% |
| 3M | +10.2% | -14.1% | +24.3% | +10.9% |
| 6M | +18.8% | -22.4% | +41.2% | +20.6% |
| YTD | -1.5% | -37.5% | +35.9% | +1.8% |
| 1Y | +13.5% | -46.9% | +60.5% | +19.1% |
| 3Y | +135.0% | +22.1% | +112.9% | +124.4% |
| 5Y | +130.1% | +31.2% | +98.9% | +113.4% |
| All | +145.0% | +260.0% | -115.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling