+117.7%
WFC vs FFIV
+102.2%
+15.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.2% | -8.1% | +9.4% | +3.1% |
| 30D | +5.2% | -33.4% | +38.6% | +14.2% |
| 3M | -3.0% | -24.7% | +21.7% | +1.5% |
| 6M | +6.2% | -8.8% | +15.1% | +4.5% |
| YTD | -7.9% | +21.8% | -29.7% | -18.1% |
| 1Y | +0.3% | +25.3% | -25.0% | -11.8% |
| 3Y | +117.7% | +101.2% | +16.6% | +59.6% |
| All | +117.7% | +102.2% | +15.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling