+14.7%
WFC vs FIG
-71.6%
+86.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +0.9% |
| 7D | +3.8% | -16.3% | +20.1% | +4.0% |
| 30D | +1.5% | -14.3% | +15.8% | +1.6% |
| 3M | +10.9% | +7.2% | +3.7% | +10.6% |
| 6M | +8.4% | -18.6% | +27.1% | +8.9% |
| YTD | -1.9% | -35.5% | +33.6% | -0.9% |
| 1Y | +12.3% | -55.8% | +68.1% | +13.6% |
| All | +14.7% | -71.6% | +86.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling