+126.7%
WFC vs FDS
-20.4%
+147.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.3% |
| 7D | +1.1% | -5.4% | +6.4% | +2.2% |
| 30D | +0.8% | +1.6% | -0.8% | +0.3% |
| 3M | +9.3% | +17.7% | -8.5% | +4.6% |
| 6M | +10.6% | +29.1% | -18.4% | +2.5% |
| YTD | -4.1% | +1.0% | -5.0% | -4.7% |
| 1Y | +13.6% | -21.6% | +35.2% | +23.1% |
| 3Y | +130.7% | -30.1% | +160.8% | +158.7% |
| 5Y | +126.7% | -20.7% | +147.5% | +157.3% |
| All | +126.7% | -20.4% | +147.1% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling