+3.9%
WFC vs FIG
-55.0%
+58.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | +2.5% | +3.4% | -0.9% | +2.4% |
| 30D | +7.0% | -9.5% | +16.4% | +7.3% |
| 3M | -1.8% | -26.2% | +24.4% | -1.3% |
| 6M | +18.4% | +2.7% | +15.7% | +17.1% |
| YTD | -5.6% | -48.0% | +42.4% | +2.6% |
| 1Y | +3.9% | -52.0% | +55.9% | +15.2% |
| All | +3.9% | -55.0% | +58.9% | +15.2% |
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