+118.2%
WFC vs FIS
-55.6%
+173.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.9% | -27.4% | +28.3% | +12.9% |
| 30D | +3.3% | -16.8% | +20.1% | +8.4% |
| 3M | -1.4% | -32.6% | +31.2% | +13.3% |
| 6M | +14.7% | -33.4% | +48.1% | +31.4% |
| YTD | -5.9% | -56.0% | +50.1% | +29.7% |
| 1Y | +1.8% | -55.1% | +56.9% | +38.7% |
| 3Y | +124.9% | -41.4% | +166.3% | +159.5% |
| 5Y | +92.7% | -72.7% | +165.4% | +217.5% |
| 10Y | +118.2% | -55.5% | +173.7% | +222.6% |
| All | +118.2% | -55.6% | +173.8% | +222.6% |
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