+464.2%
WFC vs ALNY
+4,129.5%
-3,665.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | +0.4% | -3.5% | +4.0% | +1.0% |
| 30D | +2.5% | +18.9% | -16.4% | -0.2% |
| 3M | +10.0% | -13.3% | +23.3% | +11.0% |
| 6M | +15.1% | -20.3% | +35.3% | +17.4% |
| YTD | -2.2% | -35.1% | +32.9% | +2.6% |
| 1Y | +13.5% | -46.5% | +59.9% | +22.1% |
| 3Y | +135.2% | +28.1% | +107.1% | +116.0% |
| 5Y | +128.3% | +36.1% | +92.2% | +99.5% |
| 10Y | +142.4% | +269.7% | -127.3% | +57.9% |
| All | +464.2% | +4,129.5% | -3,665.3% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling