+3.9%
WFC vs FFIV
+28.7%
-24.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | +7.0% | -32.4% | +39.4% | +10.7% |
| 3M | -1.8% | -25.7% | +23.9% | -0.2% |
| 6M | +18.4% | -13.5% | +31.9% | +16.4% |
| YTD | -5.6% | +21.1% | -26.7% | -14.6% |
| 1Y | +3.9% | +29.4% | -25.5% | -6.5% |
| All | +3.9% | +28.7% | -24.8% | -6.5% |
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 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