+12.1%
WFC vs FIG
-73.2%
+85.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.7% | +3.4% | -2.2% |
| 7D | +1.1% | -16.4% | +17.4% | +1.2% |
| 30D | +0.8% | -2.3% | +3.1% | +0.7% |
| 3M | +9.3% | +7.8% | +1.5% | +8.9% |
| 6M | +10.6% | -21.8% | +32.5% | +11.1% |
| YTD | -4.1% | -39.1% | +35.1% | -3.1% |
| 1Y | +13.6% | -56.6% | +70.2% | +15.0% |
| All | +12.1% | -73.2% | +85.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling