+13.6%
WFC vs FFIV
+23.1%
-9.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | +0.8% | -2.7% | +3.5% | +1.1% |
| 3M | +9.3% | -1.7% | +10.9% | +9.2% |
| 6M | +10.6% | +36.1% | -25.5% | +4.2% |
| YTD | -4.1% | +52.6% | -56.7% | -11.3% |
| 1Y | +13.6% | +21.5% | -7.9% | +9.2% |
| All | +13.6% | +23.1% | -9.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling