+142.4%
WFC vs FFIV
+239.4%
-97.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +0.4% |
| 7D | +0.4% | +3.5% | -3.0% | -0.9% |
| 30D | +2.5% | -1.3% | +3.8% | +2.7% |
| 3M | +10.0% | +2.4% | +7.6% | +8.2% |
| 6M | +15.1% | +41.8% | -26.8% | -1.6% |
| YTD | -2.2% | +58.5% | -60.7% | -20.5% |
| 1Y | +13.5% | +24.3% | -10.9% | +1.1% |
| 3Y | +135.2% | +152.0% | -16.8% | +52.0% |
| 5Y | +128.3% | +99.1% | +29.2% | +58.7% |
| 10Y | +142.4% | +242.8% | -100.4% | +24.1% |
| All | +142.4% | +239.4% | -97.0% | +24.1% |
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