+142.9%
WFC vs FE
+107.4%
+35.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | 0.0% | +1.3% | +1.3% |
| 30D | +5.2% | +5.2% | 0.0% | +3.4% |
| 3M | -3.0% | 0.0% | -3.0% | -3.1% |
| 6M | +6.2% | +5.0% | +1.2% | +4.2% |
| YTD | -7.9% | +7.9% | -15.8% | -10.9% |
| 1Y | +0.3% | +6.3% | -6.1% | -2.5% |
| 3Y | +117.7% | +46.0% | +71.7% | +85.0% |
| 5Y | +88.4% | +45.6% | +42.7% | +58.1% |
| All | +142.9% | +107.4% | +35.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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