+129.3%
WFC vs FFIV
+91.3%
+38.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | +10.9% | -4.5% | +15.3% | +11.9% |
| 6M | +8.4% | +36.5% | -28.0% | -4.0% |
| YTD | -1.9% | +53.0% | -54.8% | -17.0% |
| 1Y | +12.3% | +24.2% | -11.9% | +1.9% |
| 3Y | +132.3% | +137.2% | -4.9% | +62.8% |
| All | +129.3% | +91.3% | +38.1% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling