+835.8%
WFC vs FFIV
+7,518.9%
-6,683.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.8% | -1.0% | +4.7% | +3.9% |
| 30D | +1.5% | -5.1% | +6.5% | +2.1% |
| 3M | +10.9% | -4.5% | +15.3% | +11.3% |
| 6M | +8.4% | +36.5% | -28.0% | +3.6% |
| YTD | -1.9% | +53.0% | -54.8% | -7.8% |
| 1Y | +12.3% | +24.2% | -11.9% | +8.3% |
| 3Y | +132.3% | +137.2% | -4.9% | +105.0% |
| 5Y | +130.1% | +91.8% | +38.3% | +107.6% |
| 10Y | +134.4% | +215.2% | -80.8% | +98.0% |
| All | +835.8% | +7,518.9% | -6,683.1% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling