+8,268.6%
WFC vs F
+528.7%
+7,740.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | +3.3% | +2.1% | +1.1% | +2.4% |
| 3M | -1.4% | -10.3% | +8.8% | +2.2% |
| 6M | +14.7% | +3.3% | +11.4% | +11.0% |
| YTD | -5.9% | -2.0% | -3.9% | -7.7% |
| 1Y | +1.8% | -2.3% | +4.1% | 0.0% |
| 3Y | +124.9% | +49.9% | +75.0% | +81.0% |
| 5Y | +92.7% | -12.5% | +105.2% | +81.7% |
| 10Y | +118.2% | +74.3% | +44.0% | +51.0% |
| All | +8,268.6% | +528.7% | +7,740.0% | +2,668.1% |
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 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