+142.4%
WFC vs FIS
-41.9%
+184.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.4% | +3.5% |
| 7D | +0.4% | -9.1% | +9.5% | +4.7% |
| 30D | +2.5% | -10.4% | +12.9% | +7.3% |
| 3M | +10.0% | -3.7% | +13.7% | +10.7% |
| 6M | +15.1% | -24.8% | +39.8% | +28.7% |
| YTD | -2.2% | -41.6% | +39.4% | +22.8% |
| 1Y | +13.5% | -42.7% | +56.2% | +43.3% |
| 3Y | +135.2% | -26.2% | +161.5% | +153.9% |
| 5Y | +128.3% | -66.1% | +194.4% | +256.6% |
| 10Y | +142.4% | -40.9% | +183.2% | +213.9% |
| All | +142.4% | -41.9% | +184.3% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling