+2,189.4%
WFC vs FDS
+9,502.8%
-7,313.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.0% |
| 7D | +3.8% | -1.9% | +5.7% | +4.4% |
| 30D | +1.5% | +9.0% | -7.5% | -1.7% |
| 3M | +10.9% | +18.9% | -8.0% | +3.4% |
| 6M | +8.4% | +35.1% | -26.7% | -4.4% |
| YTD | -1.9% | +5.5% | -7.4% | -6.9% |
| 1Y | +12.3% | -16.8% | +29.2% | +14.6% |
| 3Y | +132.3% | -28.1% | +160.4% | +147.0% |
| 5Y | +130.1% | -17.4% | +147.5% | +130.6% |
| 10Y | +134.4% | +85.4% | +48.9% | +76.9% |
| All | +2,189.4% | +9,502.8% | -7,313.5% | +672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling