+118.2%
WFC vs FDS
+127.5%
-9.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | +3.3% | +13.5% | -10.3% | -1.7% |
| 3M | -1.4% | +15.2% | -16.6% | -7.4% |
| 6M | +14.7% | +47.0% | -32.3% | -4.0% |
| YTD | -5.9% | +13.9% | -19.8% | -13.6% |
| 1Y | +1.8% | +25.2% | -23.3% | -11.1% |
| 3Y | +124.9% | -25.3% | +150.2% | +146.9% |
| 5Y | +92.7% | -23.3% | +116.1% | +104.3% |
| 10Y | +118.2% | +126.0% | -7.8% | +28.2% |
| All | +118.2% | +127.5% | -9.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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