+90.5%
WFC vs F
-15.3%
+105.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.8% |
| 7D | +1.7% | -3.9% | +5.6% | +3.0% |
| 30D | +6.8% | -0.5% | +7.3% | +7.0% |
| 3M | -3.0% | -12.9% | +9.9% | +0.9% |
| 6M | +15.4% | +1.5% | +13.9% | +12.4% |
| YTD | -5.9% | -5.0% | -0.9% | -6.7% |
| 1Y | +1.7% | -7.3% | +9.0% | +1.6% |
| 3Y | +124.9% | +45.3% | +79.6% | +82.8% |
| 5Y | +90.5% | -15.8% | +106.3% | +78.1% |
| All | +90.5% | -15.3% | +105.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling