+8,042.8%
WFC vs F
+529.3%
+7,513.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.6% | +1.6% | -0.9% | +0.1% |
| 30D | +4.6% | +2.6% | +1.9% | +3.6% |
| 3M | -3.6% | -8.8% | +5.2% | -0.7% |
| 6M | +5.6% | +4.6% | +0.9% | +1.7% |
| YTD | -8.5% | -1.9% | -6.6% | -10.2% |
| 1Y | -0.3% | -0.8% | +0.4% | -2.7% |
| 3Y | +116.4% | +43.5% | +73.0% | +77.0% |
| 5Y | +87.2% | -12.1% | +99.3% | +76.1% |
| 10Y | +145.8% | +83.6% | +62.2% | +67.1% |
| All | +8,042.8% | +529.3% | +7,513.5% | +2,592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling