+126.3%
WFC vs FFIV
+95.4%
+30.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.9% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | +7.0% | -32.4% | +39.4% | +15.7% |
| 3M | -1.8% | -25.7% | +23.9% | +3.2% |
| 6M | +18.4% | -13.5% | +31.9% | +18.4% |
| YTD | -5.6% | +21.1% | -26.7% | -15.9% |
| 1Y | +3.9% | +29.4% | -25.5% | -9.7% |
| 3Y | +126.3% | +94.9% | +31.4% | +70.0% |
| All | +126.3% | +95.4% | +30.9% | +70.0% |
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