+126.3%
WFC vs FE
+50.7%
+75.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | +7.0% | +4.5% | +2.5% | +6.5% |
| 3M | -1.8% | +1.3% | -3.1% | -2.0% |
| 6M | +18.4% | +8.7% | +9.7% | +17.3% |
| YTD | -5.6% | +9.2% | -14.8% | -6.8% |
| 1Y | +3.9% | +7.0% | -3.1% | +2.8% |
| 3Y | +126.3% | +51.4% | +74.9% | +107.3% |
| All | +126.3% | +50.7% | +75.7% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling