+1,092.5%
WFC vs FE
+561.4%
+531.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +3.8% | +1.9% | +1.8% | +3.0% |
| 30D | +1.5% | -1.2% | +2.6% | +1.9% |
| 3M | +10.9% | +3.5% | +7.4% | +9.0% |
| 6M | +8.4% | -6.1% | +14.5% | +10.8% |
| YTD | -1.9% | +7.6% | -9.5% | -5.5% |
| 1Y | +12.3% | +11.9% | +0.4% | +6.3% |
| 3Y | +132.3% | +48.4% | +83.9% | +91.8% |
| 5Y | +130.1% | +44.8% | +85.3% | +89.1% |
| 10Y | +134.4% | +115.9% | +18.5% | +54.5% |
| All | +1,092.5% | +561.4% | +531.1% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling