+138.1%
WFC vs F
+96.3%
+41.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +3.8% | +5.3% | -1.5% | +1.5% |
| 30D | +1.5% | +4.6% | -3.1% | -0.6% |
| 3M | +10.9% | -3.7% | +14.5% | +11.9% |
| 6M | +8.4% | +16.8% | -8.4% | -1.2% |
| YTD | -1.9% | +15.3% | -17.2% | -10.4% |
| 1Y | +12.3% | +31.0% | -18.7% | -4.1% |
| 3Y | +132.3% | +45.4% | +86.9% | +79.4% |
| 5Y | +130.1% | +54.7% | +75.4% | +56.7% |
| All | +138.1% | +96.3% | +41.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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