+139.3%
WFC vs FFIV
+140.3%
-1.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | -1.0% | +4.7% | +4.0% |
| 30D | +1.5% | -5.1% | +6.5% | +2.7% |
| 3M | +10.9% | -4.5% | +15.3% | +11.7% |
| 6M | +8.4% | +36.5% | -28.0% | -2.5% |
| YTD | -1.9% | +53.0% | -54.8% | -15.3% |
| 1Y | +12.3% | +24.2% | -11.9% | +3.4% |
| All | +139.3% | +140.3% | -1.0% | +80.3% |
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 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