+8,627.7%
WFC vs FDX
+4,233.7%
+4,394.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.9% |
| 30D | +1.5% | +3.8% | -2.3% | -0.3% |
| 3M | +10.9% | -1.3% | +12.2% | +10.9% |
| 6M | +8.4% | +5.0% | +3.4% | +5.0% |
| YTD | -1.9% | +39.6% | -41.5% | -16.2% |
| 1Y | +12.3% | +81.1% | -68.8% | -14.6% |
| 3Y | +132.3% | +63.0% | +69.3% | +78.0% |
| 5Y | +130.1% | +65.6% | +64.5% | +67.7% |
| 10Y | +134.4% | +183.4% | -49.0% | +26.5% |
| All | +8,627.7% | +4,233.7% | +4,394.0% | +1,706.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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