+111.8%
WFC vs FFIV
+126.3%
-14.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | -1.3% | -2.9% | +1.7% | -0.2% |
| 30D | +3.6% | -32.4% | +36.0% | +17.9% |
| 3M | -1.3% | -22.7% | +21.4% | +6.0% |
| 6M | +18.0% | -10.7% | +28.7% | +18.8% |
| YTD | -5.9% | +25.4% | -31.2% | -18.5% |
| 1Y | +1.8% | +34.2% | -32.4% | -14.5% |
| 3Y | +125.0% | +101.2% | +23.8% | +53.9% |
| 5Y | +92.0% | +42.0% | +50.0% | +49.3% |
| All | +111.8% | +126.3% | -14.5% | +19.3% |
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