+118.2%
WFC vs FFIV
+126.0%
-7.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.9% | -4.2% | +5.0% | +2.4% |
| 30D | +3.3% | -33.9% | +37.1% | +18.5% |
| 3M | -1.4% | -22.6% | +21.2% | +5.8% |
| 6M | +14.7% | -10.4% | +25.1% | +15.3% |
| YTD | -5.9% | +24.3% | -30.2% | -18.3% |
| 1Y | +1.8% | +31.8% | -29.9% | -13.9% |
| 3Y | +124.9% | +99.5% | +25.4% | +54.3% |
| 5Y | +92.7% | +40.7% | +52.0% | +50.4% |
| 10Y | +118.2% | +126.9% | -8.7% | +23.5% |
| All | +118.2% | +126.0% | -7.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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