+794.5%
WFC vs FFIV
+6,100.0%
-5,305.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +2.9% | -33.8% | +36.7% | +8.2% |
| 3M | -1.4% | -20.6% | +19.2% | +1.0% |
| 6M | +14.3% | -10.2% | +24.6% | +15.1% |
| YTD | -6.2% | +24.5% | -30.7% | -9.9% |
| 1Y | +1.6% | +29.3% | -27.7% | -3.0% |
| 3Y | +126.9% | +103.8% | +23.1% | +103.3% |
| 5Y | +94.0% | +40.9% | +53.1% | +81.3% |
| 10Y | +134.0% | +126.6% | +7.5% | +104.9% |
| All | +794.5% | +6,100.0% | -5,305.5% | +477.4% |
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