+658.0%
WFC vs FIS
+229.2%
+428.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +1.2% | -25.5% | +26.7% | +13.4% |
| 30D | +5.2% | -15.1% | +20.3% | +10.3% |
| 3M | -3.0% | -32.1% | +29.1% | +12.8% |
| 6M | +6.2% | -36.1% | +42.3% | +25.9% |
| YTD | -7.9% | -55.4% | +47.5% | +28.8% |
| 1Y | +0.3% | -53.9% | +54.2% | +37.7% |
| 3Y | +117.7% | -39.8% | +157.5% | +153.8% |
| 5Y | +88.4% | -71.1% | +159.5% | +199.3% |
| 10Y | +147.3% | -53.8% | +201.1% | +205.2% |
| All | +658.0% | +229.2% | +428.8% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling