+135.0%
WFC vs ALNY
+23.4%
+111.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +0.4% | -6.5% | +6.9% | +0.8% |
| 30D | +1.5% | +11.0% | -9.5% | +0.8% |
| 3M | +10.2% | -14.1% | +24.3% | +10.7% |
| 6M | +18.8% | -22.4% | +41.2% | +20.2% |
| YTD | -1.5% | -37.5% | +35.9% | +1.2% |
| 1Y | +13.5% | -46.9% | +60.5% | +18.0% |
| 3Y | +135.0% | +22.1% | +112.9% | +128.7% |
| All | +135.0% | +23.4% | +111.6% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling