+13.8%
WFC vs FIG
-58.7%
+72.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.3% | -12.2% | +12.5% | +0.6% |
| 30D | +2.3% | -11.0% | +13.3% | +2.4% |
| 3M | +9.8% | +11.9% | -2.1% | +8.9% |
| 6M | +15.6% | -21.9% | +37.5% | +16.9% |
| YTD | -2.4% | -40.8% | +38.3% | +1.1% |
| 1Y | +13.8% | -56.6% | +70.5% | +20.3% |
| All | +13.8% | -58.7% | +72.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling