+9.6%
WFC vs FIG
-77.2%
+86.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.8% |
| 7D | +0.1% | -12.6% | +12.7% | +0.4% |
| 30D | +2.9% | -13.8% | +16.7% | +3.2% |
| 3M | -1.4% | -16.7% | +15.3% | -1.3% |
| 6M | +14.3% | -6.1% | +20.4% | +14.0% |
| YTD | -6.2% | -48.1% | +41.9% | -5.0% |
| 1Y | +1.6% | -56.2% | +57.8% | +2.9% |
| All | +9.6% | -77.2% | +86.8% | +10.4% |
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