+81.1%
WFC vs FGI
-70.0%
+151.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | +3.3% | -3.4% | +6.6% | +3.3% |
| 3M | -1.4% | +61.8% | -63.2% | -2.3% |
| 6M | +14.7% | +17.0% | -2.3% | +13.9% |
| YTD | -5.9% | +31.4% | -37.3% | -7.2% |
| 1Y | +1.8% | +42.7% | -40.8% | +0.1% |
| 3Y | +124.9% | -0.1% | +125.0% | +121.6% |
| All | +81.1% | -70.0% | +151.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling