+8,627.7%
WFC vs F
+639.5%
+7,988.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +3.8% | +5.3% | -1.5% | +1.8% |
| 30D | +1.5% | +4.6% | -3.1% | -0.4% |
| 3M | +10.9% | -3.7% | +14.5% | +11.8% |
| 6M | +8.4% | +16.8% | -8.4% | +0.2% |
| YTD | -1.9% | +15.3% | -17.2% | -9.1% |
| 1Y | +12.3% | +31.0% | -18.7% | -1.5% |
| 3Y | +132.3% | +45.4% | +86.9% | +88.8% |
| 5Y | +130.1% | +54.7% | +75.4% | +74.3% |
| 10Y | +134.4% | +98.2% | +36.2% | +54.9% |
| All | +8,627.7% | +639.5% | +7,988.2% | +2,624.8% |
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