+81.7%
WFC vs FGI
-74.8%
+156.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.5% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +7.0% | -11.8% | +18.8% | +7.1% |
| 3M | -1.8% | -46.2% | +44.5% | -1.4% |
| 6M | +18.4% | +5.2% | +13.2% | +17.6% |
| YTD | -5.6% | +10.5% | -16.1% | -6.8% |
| 1Y | +3.9% | +25.5% | -21.6% | +2.2% |
| 3Y | +126.3% | -16.0% | +142.3% | +123.3% |
| All | +81.7% | -74.8% | +156.5% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling